(a) Prove that a decision rule, which is admissible under squared-error loss, is also admissible under a weighted squared-error loss where the weight, w(0), is greater than zero for all 8 .

(b) Show that the Bayes action can be different for a weighted squared-error loss, than for squared-error loss.

(c) Find a weighted squared-error loss for which 8, in Example 4 of Chapter 1 has a constant risk function. (The weight can depend upon c.)