1.32 (a) If R(p, ) is given by (1.49), show that sup R(p, )4(1+n) 2 1...

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1.32

(a) If R(p, δ) is given by (1.49), show that sup R(p, δ)·4(1+√n)

2 → 1 as n → ∞.

(b) Determine the smallest value of n for which the Bayes estimator of Example 1.18 satisfies (1.48) for r = 1 and b = 5, 10, and 20.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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