12.- Let X1, .., Xn be a random sample of the population with Geometric(0) distri- bution . Consider that the a priori the 0 distribution function of theta is a Beta(a, B) distribution. a) Find the a posteriori distribution of 0. b) Find the Bayesian estimator of 0 using the loss function of the squared error.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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12.

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12.- Let X1,..., Xn be a random sample of the population with Geometric(0) distri-
bution . Consider that the a priori the 0 distribution function of theta is a Beta(a, B)
distribution.
a) Find the a posteriori distribution of 0.
b) Find the Bayesian estimator of 0 using the loss function of the squared error.
Transcribed Image Text:12.- Let X1,..., Xn be a random sample of the population with Geometric(0) distri- bution . Consider that the a priori the 0 distribution function of theta is a Beta(a, B) distribution. a) Find the a posteriori distribution of 0. b) Find the Bayesian estimator of 0 using the loss function of the squared error.
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