Show that the kernel estimator (15.9) is the same as the Bayes estimator (15.3) for the Dirichlet
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Show that the kernel estimator (15.9) is the same as the Bayes estimator (15.3) for the Dirichlet prior with {βi = αn/(1 – α)N}. Using this result, suggest a way of letting the data determine the value of α in the kernel estimator.
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