Let be a random sample from a distribution with the probability density function f(x| if 0 < x < 1, and 0 otherwise, where is an unknown parameter. The prior distribution of is given by if , and 0 otherwise. The Bayes estimator of under squared error loss is
Part BCSIR NET June 2024conjugate-prior-posterior-mean
Conjugate prior posterior mean
Related counterexample: The MLE is unbiased
- Part B questionDecember 2023
- shifted exponentialDecember 2023
- the components do not overlap so y is observedDecember 2024
- only one side of the interval can failDecember 2024
- the prior adds one to the exponentDecember 2024
- the parameter space is open so the extremes have no mleDecember 2024
The chapter behind this: Maximum likelihood and the method of moments — free to read