Question: 7. Unbiasedness in interval estimation . Confidence intervals 1= (1:, I) are unbiased for estimating with loss function L(O, /) = (0 -1:)2 +
7. Unbiasedness in interval estimation . Confidence intervals 1= (1:, I) are unbiased for estimating ° with loss function L(O, /) = (0 -1:)2 + (I - 0)2 provided E[t(1: + I)] = ° for all 0, that is, provided the midpoint of I is an unbiased estimate of ° in the sense of (11). t Here and in Problems 6,7,11,15 , and 16 the term "invariant" is used in the general sense (8) of " invariant or equivariant".
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