Unformatted text preview: duced by a certain semiconductor ﬁrm are exponentially distributed with mean 1 /λ . Suppose that the prior distribution on λ is the Gamma distribution with density function g ( x ) = ex x 2 2 , < x < ∞ . Determine the two Bayes estimates of λ . Problem 5 Suppose that X 1 ,...,X n is a sample from a normal distribution with 0 mean, and unknown variance θ = σ 2 . We postulate that the prior density of θ is the standard exponential density. Find the Bayes estimator of the unknown variance that maximizes the posterior density. This assignment is NOT to be turned in. 1...
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 '10
 FROHMADER
 Normal Distribution, Probability theory, probability density function, Estimation theory, maximum likelihood estimator

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