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Compute the mmse estimate

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If f (x|θ) is the uniform density over the interval 0 <= x <= θ and assuming that θ has a prior density of π(θ) = β^2 θ exp(-β*θ) for θ > 0, How do you find the posterior density f (θ | x) and compute the MMSE estimate for θ?

Reference no: EM132073195

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