2. Let Y,,., Y, be independent random variables such that Y,(Yı., Yp)" and 0 = (0,.,0p)". Let = 0(Y) = (0,(Y),... , @p(Y))" be an estimatorof 0, and let g(Y) = (g(Y),... , gp(Y))" = – Y. Denote by || - || the Euclidean norm,||Y° = Y} + .. + Y.N(8), 1). Write Y =%3DSuppose that D(Y) = @g(Y)/ay, exists. Then it is known that%3DR(Ô(Y)} =+2 D(Y) + É19(Y)²=1is an unbiased estimator of the risk of 0, under squared error loss L(0, ê) = ||0 – e|P.[You are not required to show this].%3D(i) The James-Stein estimator is6.s(Y) = (1 – )Y._P-2y||Y?Show that an unbiased estimator of the risk of d Js(Y) isŘlójs(Y)) = p – (p - 2) /||YII°.Deduce that Y is inadmissible as an estimator of 0.Is ô js(Y) admissible? Justify your answer.

To show that an unbiased estimator of the risk of the James-Stein estimator iswe can use the…

Answered: 2. Let Y₁,..., Yp be independent random…

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

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