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Let (X1,., Xn) be a random sample from the exponential distribution on (H, 00) with a known scale parameter 0, where ER is unknown.


Let (X1,., Xn) be a random sample from the exponential distribution on (H, 00) with a known scale parameter 0, where ER is unknown. Let X(1) be the smallest order statistic. Show that (i) X(1) 0 log 2/n is an MRIE of u under the absolute error loss L(u-a) = |u al; (ii) X(1) t is an MRIE under the loss function L(u a) = I(t,00) (|H a).

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