7.6 Show that, in the following estimation problems, all risk functions are continuous. (a) Estimate with
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7.6 Show that, in the following estimation problems, all risk functions are continuous.
(a) Estimate θ with L(θ,δ(x)) = [θ − δ(x)]2, X ∼ N(θ , 1).
(b) Estimate θ with L(θ,δ(x)) = |θ − δ(x)|
2, X ∼ Nr(θ,I ).
(c) Estimate λ with L(λ, δ(x)) = r i=1 λ−m i (λi − δi(x))2, Xi ∼ Poisson(λi), independent.
(d) Estimate β with L(β, δ(x)) = r i=1 β−m i (βi − δi(x))2, Xi ∼ Gamma(αi, βi), independent, αi known.
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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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