Suppose that we want to estimate the parameter θ of the geometric distribution on the basis of a single obser-vation. If the loss function is given by L[d(x), θ] = c{d(x) − θ}2 and is looked upon as a random variable having the uniform density h(θ ) = 1 for 0 <θ< 1 and h(θ ) = 0 else-where, duplicate the steps in Example 9 to show that (a) the conditional density of given X = x isφ(θ|x) = x(x + 1)θ (1 − θ )x−1 for 0 <θ< 10 elsewhere(b) the Bayes risk is minimized by the decision function d(x) = 2x + 2

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
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Suppose that we want to estimate the parameter θ of

the geometric distribution on the basis of a single obser-
vation. If the loss function is given by

L[d(x), θ] = c{d(x) − θ}
2

and is looked upon as a random variable having the

uniform density h(θ ) = 1 for 0 <θ< 1 and h(θ ) = 0 else-
where, duplicate the steps in Example 9 to show that

(a) the conditional density of given X = x is
φ(θ|x) =

x(x + 1)θ (1 − θ )x−1 for 0 <θ< 1
0 elsewhere
(b) the Bayes risk is minimized by the decision function

d(x) = 2
x + 2

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