Question: 6.7 In Example 6.4: (a) Verify the risk function (6.13). (b) Verify that for unknown 2, the risk function of the estimator (6.14) is given

6.7 In Example 6.4:

(a) Verify the risk function (6.13).

(b) Verify that for unknown σ2, the risk function of the estimator (6.14) is given by

(6.15).

(c) Show that the minimum risk of the estimator (6.14) is 1 − ν

ν+2 r−2 r .

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