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Bayes estimator under parameter-weighted squared error

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Bayesian statistics Bayes estimator
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For loss L(θ,a)=q(θ)(θ−a)2 with q(θ)>0, the Bayes estimator is the mean under the posterior reweighted by q:
θB​=E[q(θ)∣X]E[θq(θ)∣X]​.
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  • Past exam of the mathematics course of the University of Cambridge / 2021 / ib / Paper 4 / 17H / d / Solution

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