1.21 In Example 1.14, show that X is minimax for the loss function (d ) 2/2 without...

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1.21 In Example 1.14, show that X¯ is minimax for the loss function (d −θ)

2/σ2 without any restrictions on σ.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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