Bayesian Approach We can truncate the estimator as -A0元<-A0 A= 〈元 -A0≤元≤A0 (A0 元>A0 Q:which one is better? Use MSE to compare MsE④=（④-A2Paa,AdA MSE(A)=(A-A)2PA(A,A)dA whxiong@uestc.edu.cn 8whxiong@uestc.edu.cn Bayesian Approach 8 We can truncate the estimator as MSE(A b ) = Z +1 ¡1 (A b ¡ A) 2 PA b (A b ; A)dA b A¸ = 8 >< >: ¡A0 x¹< ¡A0 x¹ ¡A0 6 x¹6 A0 A0 x¹> A0 Q: which one is better? MSE(A ¸ ) = Z +1 ¡1 (A ¸¡ A) 2 PA¸(A ¸ ; A)dA ¸ Use MSE to compare