6 7 In Example 6 4 (a) Verify the risk function (6 13) (b) Verify that for unknown 2, the risk function of the estimator (6 14) is given by (6 15) (c) Show that the minimum risk of the estimator (6 14) is 1 2 r2 r ...

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6.7 In Example 6.4: (a) Verify the risk function (6.13). (b) Verify that for unknown 2, the...

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6.7 In Example 6.4:

(a) Verify the risk function (6.13).

(b) Verify that for unknown σ2, the risk function of the estimator (6.14) is given by

(6.15).

(c) Show that the minimum risk of the estimator (6.14) is 1 − ν

ν+2 r−2 r .

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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Question Posted: Nov 01, 2024 04:01 AM

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6.7 In Example 6.4: (a) Verify the risk function (6.13). (b) Verify that for unknown 2, the...

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