Question: Do someone could give me a solution for this question? 3. In a Bayesian estimation framework, let us assume that L(0, a) = (0-a)2, 0

Do someone could give me a solution for this question?

Do someone could give me a solution for this question? 3. In

3. In a Bayesian estimation framework, let us assume that L(0, a) = (0-a)2, 0 = A = (0, co) and X1, X2, . .., Xn are n i.i.d. random variables each with condi- tional distribution f(x 0) = 0 x! , " = 0, 1, 2, .. . a) If T(0 ) = e- if 0 > 0 0 elsewhere is the prior on 0, show that the Bayes estimator of A with respect to this prior is OB = (C, Xi + 1)/(n + 1). b) Compute the usual risk R(0, Op) and then show that its Bayes risk is r(T, 0 B) = n+1' Hint: [(a) = fo exp(-x)x-'dx, [(a + 1) = al(a), I(n + 1) = n

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