Question: n be an iid random sample from a population with mean and finite variance 2 > 0. Consider estimating using squared error loss. (i) Show

n be an iid random sample from a population with mean and finite variance 2 > 0. Consider estimating using squared error loss. (i) Show that any estimator of the form a X + b, where a > 1 and b are constants, is inadmissible. (ii) Show that if a = 1 and b 6 = 0, then the estimator a X + b is inadmissible. (iii) Show that if Xi N (, 2), 2 is known, then a X + b is admissible if 1 > a 0

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