4.11 In Example 4.8, show that X is admissible under the assumptions (ii)(a). [Hint: i. If v(t)...
Question:
4.11 In Example 4.8, show that X is admissible under the assumptions (ii)(a).
[Hint:
i. If v(t) > 0 is such that
1 v(t)
e−t2/2τ 2 dt < ∞, show that there exists a constant k(τ ) for which
λτ (θ ) = k(τ )
v(θj )
!
exp
− 1 2τ 2 θ 2 j
/Ov(θj )
is a probability density for θ = (θ1,...,θr)
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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