I am trying to understand how to show and expand notations in Empirical Bayes Credibility Models. Do I just memorize this (and the steps of the solution) or there is a logic behind it? Looking at the solution, what's the logic of "inserting" another Expectation and removing it later? I really don't understand the syntax of it..
It's all to do with the definitions of \(m(\theta)\) and \(E(s^2(\theta)\) which are conditional and then using the conditional formulae given on page 16 of the Tables. But yes, we're not really doing much other than fiddling around algebraically...
