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Bayesian Estimate Property

Discussion in 'CT6' started by Kunjesh Parikh, Jun 10, 2018.

  1. Kunjesh Parikh

    Kunjesh Parikh Very Active Member

    Does the bayesian estimate of the model parameter also follows the invariance property just like the maximum likelihood estimate. Also, does it follows any of the four properties of a good estimator?
     
    Kunjesh Parikh, Jun 10, 2018
    #1
  2. John Lee

    John Lee ActEd Tutor Staff Member

    The Bayesian estimate under 0-1 loss with a uniform prior is the same as MLE. So in this case, yes.

    However, I would be surprised if it does hold the invariance property.
     
    John Lee, Jun 19, 2018
    #2

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