1.7 Let Xi(i = 1, 2, 3) be independently distributed with density f (xi ) and...

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1.7 Let Xi(i = 1, 2, 3) be independently distributed with density f (xi −ξ ) and let δ = X1 if X3 > 0 and = X2 if X3 ≤ 0. Show that the estimator δ of ξ has constant risk for any invariant loss function, but δ is not location equivariant.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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