57. Show that in Example 20, (i) the confidence sets a2 / S2 E AU with A**...
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57. Show that in Example 20, (i) the confidence sets a2 / S2 E AU with A** given by (40) coincide with the uniformly most accurate unbiased confidence sets for a2 ; (ii) if
(a,
b) is best with respect to (39) for
a, then (a r , br ) is best for o' (r> 0).
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