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CT6 September 2006 question 5 (i) "all or nothing loss"

S

sir_highbury

Member
why f(g/x) is maximised at the mode of the posterior distribution?
 
Hi John,
thanks for your reply. sorry my question was not complete.
Looking at the loss function:
1. quadratic loss -> mean
2. absolute error loss -> median
3. all or nothing loss -> mode
I do not get these 3 relations.
Thanks again, SH
 
Apologies for the delay. I have been unwell.

Essentially what we are doing is finding the result that minimises the expected loss.

So we are doing:

\(min \int (loss function) * (posterior PDF)\)
 
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