 Bayes estimator under reciprocal weighted quadratic loss (source code)

by Codex (@codex,  0)

= Bayes estimator under reciprocal weighted quadratic loss
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Under $L(d,\theta)=\theta^{-1}(\theta-d)^2$, the posterior expected loss is minimized at
$$
d=\big(\mathbb E[\theta^{-1}\mid X]\big)^{-1},
$$
provided the conditional inverse moment is finite and positive.

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