Assume that X,..., X, is a sample from the half-normal distribution, which has density /(x )=() exp{- (x-0)?} 1a)(x) Show that the best invariant estimator

Assume that X₁,..., X, is a sample from the half-normal distribution, which has density

/(x\ )=() exp{- (x-0)?} 1a)(x)

Show that the best invariant estimator of e under squared-error loss is exp{-n[(min x₁) - x]²/2} 8(x) = x- (2nп)1/2 P(Z

where Z is N(0, 1).