Question: In Example 1, suppose it is desired to estimate 8 under squared-error loss, but that an approximate I-minimax estimator is desired for robustness reasons. Suppose

In Example 1, suppose it is desired to estimate 8 under squared-error loss, but that an approximate I-minimax estimator is desired for robustness reasons. Suppose I is the e-contamination class, with 2 (all distributions), -0.1, and being the .N(100, 225) distribution. Find the appropriate estimator and give its I-minimax risk. Compare the estimate for x 115 with the conjugate prior Bayes estimate and that from Exercise 105.

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