1.23 In Example 1.16(b), show that for any k > 0, the estimator = n 1...

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1.23 In Example 1.16(b), show that for any k > 0, the estimator

δ =

√n 1 + √n 1

n n

i=1 Xk i +

1 2(1 + √n)

is a Bayes estimator for the prior distribution  over F0 for which (1.36) was shown to be Bayes.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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