1.Suppose that the random variables XXn form a random sample of size n(n>22) from a normal distribution with mean 0 and unknown variance 0. Suppose also that for every estimator 8XXn the MSE. R(O,8) is defined by Eq. (6.9.1). Explain why the sample variance is an inadmissible estimator of 0.
2.Suppose that the random variables XXn form a random sample of size n(n>22) from a uniform distribution on the interval[0,0]. where the value of the parameter is unknown(0 > 0) and must be estimated. Suppose also that for every estimator 8(XXn). the M.S.E. R(0,8) is defined by Eq. (6.9.1). Explain why the estimator 81(xXn)=2Xn is inadmissible.
3.Consider again the conditions of Exercise2, and let the estimator81 be as defined in that exercise. Determine the value of the MSE. R(0,8) for 0 > 0.e