lillowe1333
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- Joined
- Apr 15, 2011
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this is a homework question that has been assigned to us and i don't even know where to begin on it. I am struggling with this chapter and would appreciate any help on it. thnx
suppose a single random variable X has the pdf => f(x; ?)= [x^?-1 * e^-?*x *?^?]/ gam(?)
and the prior for ?= ?(?)= [?^a-1 *e^-?? * ?^a ]/ gam(alpha). where ?,a , ? are positive constants.
a) based on a single random variable, X, derive the posterior density of ??
b) find the bayes estimator under the squared error loss.
c) find the bayes estimator under the (0-1) error loss
suppose a single random variable X has the pdf => f(x; ?)= [x^?-1 * e^-?*x *?^?]/ gam(?)
and the prior for ?= ?(?)= [?^a-1 *e^-?? * ?^a ]/ gam(alpha). where ?,a , ? are positive constants.
a) based on a single random variable, X, derive the posterior density of ??
b) find the bayes estimator under the squared error loss.
c) find the bayes estimator under the (0-1) error loss