Question: 57. Show that in Example 20, (i) the confidence sets a2 / S2 E AU with A** given by (40) coincide with the uniformly most

57. Show that in Example 20, (i) the confidence sets a2 / S2 E AU with A** given by (40) coincide with the uniformly most accurate unbiased confidence sets for a2 ; (ii) if

(a,

b) is best with respect to (39) for

a, then (a r , br ) is best for o' (r> 0).

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