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Bayes estimator under reciprocal weighted quadratic loss
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Mathematics
Area of mathematics
Probability and statistics
Statistical inference
Bayesian statistics
Bayes estimator
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Words: 22
Under
L
(
d
,
θ
)
=
θ
−
1
(
θ
−
d
)
2
, the posterior expected loss is minimized at
d
=
(
E
[
θ
−
1
∣
X
]
)
−
1
,
(237)
provided the conditional inverse moment is finite and positive.
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(7)
Bayes estimator
Bayesian statistics
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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