Question: The Bayes estimator under the absolute error loss function L(, a) = | a| was the median d(x) of the posterior distribution ( | x).

The Bayes estimator under the absolute error loss function L(, a) = | a| was the median d(x) of the posterior distribution ( | x).

Show that if a is an estimator with a > d, we also have E{| a| | d| | x} 0

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