Talk:Bayes estimator

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I was surprised to see this topic doesn't yet have an article. I created a stub, but a lot more content is needed: for example, how such estimators are constructed. Anyone interested in having a go? --Zvika 18:21, 13 September 2006 (UTC)

I think there is a mistake. We should not integrate over the prior, but over P(theta | x). Otherwise, the estimator would not depend on the data at all and would be simply INTEGRAL( pi(theta)*theta) -- Shay

If you are referring to , then the integral is performed with respect to the posterior probability f(θ | x), not the prior f(θ). I think the formula is correct. --Zvika 16:31, 8 April 2007 (UTC)

Shouldn't it be said anything about the fact that the Bayesian estimation approach was developed by to Bruno de Finetti.? —Preceding unsigned comment added by 129.242.236.138 (talk) 22:44, 29 May 2008 (UTC)

Is the equation starting with MSE = missing the squared part? —Preceding unsigned comment added by 99.150.238.109 (talk) 03:03, 7 June 2008 (UTC)

Yes. Thanks for pointing this out. --Zvika (talk) 16:29, 7 June 2008 (UTC)