5. Let Y be the nth order statistic of a random sample of size n from Unif(0, 0). Let 0 has theprior pdf h(0) = Ba® /0B+1, 0 > a > 0, where a > 0, ß > 0. Find the Bayes estimator of 0under the squared error loss.

Given: Y1.Y2,Y3,Y4,......Yn~Unif0,θfprior θ=βaβθβ+1 α>0,β>0,0<α<θ

Answered: Let Y be the nth order statistic of a…

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter7: Distance And Approximation

Section7.3: Least Squares Approximation

Problem 31EQ

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Let Y be the nth order statistic of a random sample of size n from Unif(0, 0). Let 0 has the prior pdf h(0) = BaB /0ß+1, 0 > a > 0, where a > 0, ß > 0. Find the Bayes estimator of 0 inder the squared orror loss