Given X with uniform distribution in the interval [μ,μ+θ].
- Suppose θ is given. Find the posterior distribution with prior distribution on your own.
- From that, find the Bayesian estimator with quadratic loss function.
- If θ is not given, how to find μ.
Actually, this is a tough question in my last exam and I don't know how to approach it. I have read some papers and I solved it based on what I got.
And I don’t know how to proceed. Is it correct with this approach? Please give me some explanations. Thank you very much.