Homework : 2 Q₁ Let = (0, 1) and Q[0, 1]. Let L(0, a) = (a-0)2 and let X ~ B(n,0). Let the prioir distrin is O~ Beta(a, b) = T(a + 3) ga-1 (1-0)³-1, 0 € (0, 1), a > 0, 3 >0. г(a)(3) 1. Show that the Bayes rule is a+x d(x) = a+ẞ+n 2. Show that the maximum likelihood estimate of 0 d₁(x): rule. = x/n, is not a Bayes 3. Show that d₁(x) is a limit of Bayes rules. 4. Show that d₁(x) is generalized Bayes with respect to 0 = 7 = π(0) = 1/(0(1 − 0)). 5. Show that d₁(x) is extended Bayes.

MATLAB: An Introduction with Applications
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Statistical Decision Theory
Homework :
2
Q₁ Let = (0, 1) and Q[0, 1]. Let L(0, a) = (a-0)2 and let X ~ B(n,0). Let the
prioir distrin is
O~
Beta(a, b)
=
T(a + 3) ga-1 (1-0)³-1, 0 € (0, 1), a > 0, 3 >0.
г(a)(3)
1. Show that the Bayes rule is
a+x
d(x)
=
a+ẞ+n
2. Show that the maximum likelihood estimate of 0 d₁(x):
rule.
=
x/n, is not a Bayes
3. Show that d₁(x) is a limit of Bayes rules.
4. Show that d₁(x) is generalized Bayes with respect to 0 = 7
= π(0) = 1/(0(1 − 0)).
5. Show that d₁(x) is extended Bayes.
Transcribed Image Text:Homework : 2 Q₁ Let = (0, 1) and Q[0, 1]. Let L(0, a) = (a-0)2 and let X ~ B(n,0). Let the prioir distrin is O~ Beta(a, b) = T(a + 3) ga-1 (1-0)³-1, 0 € (0, 1), a > 0, 3 >0. г(a)(3) 1. Show that the Bayes rule is a+x d(x) = a+ẞ+n 2. Show that the maximum likelihood estimate of 0 d₁(x): rule. = x/n, is not a Bayes 3. Show that d₁(x) is a limit of Bayes rules. 4. Show that d₁(x) is generalized Bayes with respect to 0 = 7 = π(0) = 1/(0(1 − 0)). 5. Show that d₁(x) is extended Bayes.
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