Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ib/paper-4/17h/d/solution

For the weighted loss, the Bayes estimator under parameter-weighted squared error is the mean of the posterior after multiplication by
Since the original posterior density is proportional to
the reweighted density is . Its mean gives
Writing this in the required form,

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