A Note on Some Bayesian Nonparametric Estimates

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Abstract
With respect to a general quadratic loss function, the Bayes rule for the mean of a probability distribution of unknown form is obtained, in the class of linear functions of the sample. The associated Bayes risk is also obtained. A number of recent results in the literature are shown to be direct corollaries of this result, and applications are given for the empirical distribution function of the sample.

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