Tuesday, 1 October 2013

Pontual Estimation (bayes estimator)

Pontual Estimation (bayes estimator)

pAn urn countain 5 balls, $ \theta$ white and $ 5 - \theta $ green. The
experiment consists in grab 2 balls from the urn and register the pair $
(x_1, x_2) $, where $x_i $= 1 if the ith ball chosen is white and $x_i =
0$ otherwise. Calculate de Bayes estimator for $ \theta$ if the squares
error loss function is used./p pI calculate the probability of each pair $
(x_1, x_2) $ and I am trying to find the posterior distribution. But I
don't get what I need to do now. /p pWe have that the loss function is $
l(\theta, \theta* ) = ( \theta - \theta* )^2 $ and the decision space is $
D= [{ 0,1,2,3,4,5}] $ . So, what should I do? Should I calculate the risk
for each $ \theta $ and find the one that minimize my risk ? I cant think
what I need to do with the ordered pair except calculate it's
probability/p

No comments:

Post a Comment