Question: Consider the statistical inference problem where a random variable X is known to have density either for g The Bayesian approach is to postulate a
Consider the statistical inference problem where a random variable X is known to have density either for g The Bayesian approach is to postulate a prior probability p that f is the true density The hypothesis that were the true density would then be accepted if the posterior probability given the value of X is greater than some critical number. Show that if f(x)/g(x) is nondecreasing in x, this is equivalent to accepting f whenever the observed value of X is greater than some critical value.
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