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Question

Problem 3.8 Bayesian estimation for a Bernoulli distribution

In this problem we will consider Bayesian estimation and prediction for a Bernoulli r.v. Let xx be a r.v. with a Bernoulli distribution, p(xπ)=πx(1π)1x,p(x|\pi) = \pi^x (1 - \pi)^{1-x}, where π=P(x=1)\pi = P(x = 1) is the parameter.

(a) Let D={x1,,xn}\mathcal{D} = \{x_1, \cdots, x_n\} be a set of samples, show that p(Dπ)=πs(1π)ns,p(\mathcal{D}|\pi) = \pi^s (1 - \pi)^{n-s}, where s=i=1nxis = \sum_{i=1}^n x_i is the sum of the samples (sufficient statistic).