Let $X_1, ..., X_n$ be a random sample from Bernoulli($\theta$), where $0 < \theta < 1$ us unknown.
Suppose it is known that $\theta$ ~ Uniform(0,1). Find the Bayesian estimator for $\theta$.
Solution:
The prior distribution is
We also know that $T = $
is sufficient for $\theta$
and that $T$ ~
(show by FNFT)
(show by mgf technique)
Thus, the posterior distribution is
$f(\theta|\underline{x}) = f(\theta|t) = $