3.35 Under the assumptions of the preceding problem and with loss function (d ) 2/ 2, determine...

3.35 Under the assumptions of the preceding problem and with loss function (d −θ)

2/θ 2, determine the MRE estimator of θ in the following situations:

(a) m = n = 1 and X and Y are independently distributed as H(α, σ2) and H(β, τ 2), respectively (α, β known).

(b) X1,...,Xm and Y1,...,Yn are independently distributed as N(0, σ2) and N(0, τ 2), respectively.

(c) X1,...,Xm and Y1,...,Yn are independently distributed as U(0, σ) and U(0, τ ), respectively.