Find both the optimal squared error loss and optimal

Reference no: EM13638118

Consider a probability model for the random pair (y,x) with joint density f(y,x) = (1/x) exp(-xy) for 0<x<1 and y>0 0 otherwise

a) Find the marginal distribution of x and the conditional density of y|x .

b) Find both the optimal squared error loss and optimal absolute error loss predictors of y based on x .

c) Evaluate the risk of the optimal squared error loss predictor.

Reference no: EM13638118

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