4.11 In Example 4.8, show that X is admissible under the assumptions (ii)(a). [Hint: i. If v(t)...

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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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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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