Question: Assume that Xe R has density 20 f(x[0) =(ex +e-0x) where 0 0. It is desired to estimate e under a convex loss. Show that,
Assume that Xe R¹ has density 20 f(x[0) =π(ex +e-0x)
where 0 0. It is desired to estimate e under a convex loss. Show that, to determine a minimax estimator, one need only consider estimators which are a function of x.
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