Question: Assume that X,..., Xn is a sample from a N(6, 1) distribution, and that it is desired to estimate 0. Find the best invariant estimator
Assume that X₁,..., Xn is a sample from a N(6, 1) distribution, and that it is desired to estimate 0. Find the best invariant estimator of 8 for the loss
(a) L(0,
a) = 8-a|", r≥1.
(b) L(0,
a) =0-a', r<1.
(c) L(0,
a) = 0 if 0-a≤c; L(0,
a) = 1 if 8-a> c.
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