With loss function lthetaa wthetatheta-a2 where wtheta is a, Ask an Expert

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Given an estimation problem with an integrable Lebesgue conditional PDF f(X|θ)for the observables, an integrable Lebesque prior PDF fθ, and with loss function L(θ,a)= w(θ)(θ-a)^2, where w(θ) is a fixed weighted function. Determine the Bayes rule and comment on the role of w(θ) in this problem.

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Category:- Statistics and Probability
Reference No.:- M9418882

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