Let X₁,X₂, . . . , X_n denote a random sample from a Poisson distribution with mean θ, 0 < θ < ∞. Let Y = Σⁿ₁ Xi. Use the loss function L[θ, δ(y)] = [θ−δ(y)]². Let θ be an observed value of the random variable Θ. If Θ has the prior pdf h(θ) = θ^α−1e^−θ/β/Γ(α)β^α, for 0 < θ < ∞, zero elsewhere, where α > 0, β >0 are known numbers, find the Bayes solution δ(y) for a point estimate for θ.