In the two situations of Exercise 28 of Chapter 3, determine the empirical Bayes estimates of 1 and 2 that result from use of the nonparametric ML-II prior. In the situation of (continued) in...

In the two situations of Exercise 28 of Chapter 3, determine the empirical Bayes estimates of

₁
and

₂
that result from use of the nonparametric ML-II prior.

In the situation of (continued) in Subsection 4.6.2, find the volume of the approximate 100(1- a)% credible ellipsoid for 9, and compare it with the volume of the classical confidence ellipsoid