6.2 In Example 6.1, show that: (a) The estimator L is minimax if r 4 and...

6.2 In Example 6.1, show that:

(a) The estimator δL is minimax if r ≥ 4 and c ≤ 2.

(b) The risk of δL is infinite if r ≤ 3

(c) The minimum risk is equal to 3/r , and is attained at θ1 = θ2 = ··· = θ.

(d) The estimator δL is dominated in risk by its positive-part version

δL+

= x¯1 +



1 − c(r − 3)

|x − ¯x1|

2

+

(x − ¯x1).