Refer to Exercises 8.1 and consider the unbiased estimator
Chapter 8, Problem 5E(choose chapter or problem)
Refer to Exercises 8.1 and consider the unbiased estimator \(\widehat{\theta}\) that you proposed in Exercise 8.3.
Express \(\operatorname{MSE}(\widehat{\theta})\) as a function of \(V(\hat{\theta})\) . Give an example of a value of a for which \(\operatorname{MSE}\left(\hat{\theta}^{*}\right)<\operatorname{MSE}(\hat{\theta})\)
(c) Give an example of values for and
for which \(\operatorname{MSE}\left(\hat{\theta}^{*}\right)<\operatorname{MSE}(\hat{\theta})\)
Equation Transcription:
Text Transcription:
\widehat\theta
MSE(\widehat\theta)
V(\hat\theta)
MSE(\hat\theta^*)<{MSE(\hat\theta)
MSE(\hat\theta^*)<\MSE(\hat\theta)
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