7.1.7. Let X₁, X2,..., Xn denote a random sample from a distribution that is N(μ,0), 0 < 0 < x, where is unknown. Let Y = E(X₁ - X)²2/n and let L[0, 8(y)] = [0-8(y)]². If we consider decision functions of the form 8(y) = by, where b does not depend upon y, show that R(0, 8) = (02/n²)[(n²-1)6²-2n(n-1)b+n²]. Show that b = n/(n+1) yields a minimum risk decision function of this form. Note that nY/(n + 1) is not an unbiased estimator of 0. With 8(y) = ny/(n + 1) and 0 <0<∞, determine maxe R(0,8) if it exists
7.1.7. Let X₁, X2,..., Xn denote a random sample from a distribution that is N(μ,0), 0 < 0 < x, where is unknown. Let Y = E(X₁ - X)²2/n and let L[0, 8(y)] = [0-8(y)]². If we consider decision functions of the form 8(y) = by, where b does not depend upon y, show that R(0, 8) = (02/n²)[(n²-1)6²-2n(n-1)b+n²]. Show that b = n/(n+1) yields a minimum risk decision function of this form. Note that nY/(n + 1) is not an unbiased estimator of 0. With 8(y) = ny/(n + 1) and 0 <0<∞, determine maxe R(0,8) if it exists
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.
Chapter2: Exponential, Logarithmic, And Trigonometric Functions
Section2.CR: Chapter 2 Review
Problem 111CR: Respiratory Rate Researchers have found that the 95 th percentile the value at which 95% of the data...
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