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Bayesian Estimate Property

K

Kunjesh Parikh

Member
Does the bayesian estimate of the model parameter also follows the invariance property just like the maximum likelihood estimate. Also, does it follows any of the four properties of a good estimator?
 
The Bayesian estimate under 0-1 loss with a uniform prior is the same as MLE. So in this case, yes.

However, I would be surprised if it does hold the invariance property.
 
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