Question: Assume that X,..., X, is a sample from the U(0-30,0+30) distribution, and that it is desired to estimate a0+ Bo under the loss L((0, a),
Assume that X₁,..., X, is a sample from the U(0-√30,0+√30) distribution, and that it is desired to estimate a0+ Bo under the loss L((0, a),
a) = (a0+Bo-a)2/o², where a and ẞ are given constants. Find the generalized Bayes estimator with respect to the generalized prior density (0, 0) = 1/σ (on 0= {(0, σ): 0eR¹ and σ > 0}), and show that this is also the best invariant estimator.
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