For Bayes estimator (15 4), show that the total mean squared error is K (n K) 2 ( i i ) 2 n (n K) 2 1 i 2 Show that (15 5) is the value of K that minimizes this ...

The total mean squared error for the Bayes estimator is ...

For Bayes estimator (15.4), show that the total mean squared error is [K/(n + K)] 2 [(

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For Bayes estimator (15.4), show that the total mean squared error is

[K/(n + K)]²[∑(π_i – γ_i)²] + [n/(n + K)]²[1 – ∑π_i²].

Show that (15.5) is the value of K that minimizes this.

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Categorical Data Analysis

ISBN: 9780471360933

2nd Edition

Authors: Alan Agresti

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Question Posted: Dec 16, 2022 06:12 AM

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For Bayes estimator (15.4), show that the total mean squared error is [K/(n + K)] 2 [(

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Categorical Data Analysis

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