Exercise7.2 Continue Example7.13forestimating p in aseriesofBernoullitrials Y1, ...,Yn B(1, p) w.r.t.theweightedquadraticloss L(p,a) = (pa)2 p(1p) .
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Exercise7.2 Continue Example7.13forestimating p in aseriesofBernoullitrials Y1, ...,Yn ∼
B(1, p) w.r.t.theweightedquadraticloss L(p,a) = (p−a)2 p(1−p) . Calculatetheriskof ¯Y and showthatit is minimax.Isitadmissible?
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Statistical Theory A Concise Introduction Texts In Statistical Science
ISBN: 9781032007458
2nd Edition
Authors: Felix Abramovich, Ya'acov Ritov
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