Question: Show, in the continuous case, that the S-optimal 100(1- a)% credible set is given by (4.12), providing that {0: (0x) = ks(0)} has measure (or

Show, in the continuous case, that the S-optimal 100(1- a)% credible set is given by (4.12), providing that {0: π(0x) = ks(0)} has measure (or size) zero.

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