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(Solution) - Consider again the conditions of Exercise 2 Let Yn

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Consider again the conditions of Exercise 2. Let Yn = max{X1, . . . , Xn} and consider the estimator ?2(X1, . . . ,Xn) = Yn.
a. Determine the M.S.E. R(?, ?2) for ? >0.
b. Show that for n = 2, R(?, ?2) = R(?, ?1) for ? >0.
c. Show that for n ? 3, the estimator ?2 dominates the estimator ?1.


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This question was answered on: Jul 11, 2017

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