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Consider a probability model for the random pair (y,x) with joint density f(y,x) = (1/x) exp(-xy) for 00 0 otherwise

a) Find the marginal distribution of x and the conditional density of y|x .

b) Find both the optimal squared error loss and optimal absolute error loss predictors of y based on x .

c) Evaluate the risk of the optimal squared error loss predictor.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M91015695

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