Consider an estimation problem

Reference no: EM131851883

Consider an estimation problem with P = {P_θ: θ ∈ Θ} (a parametric family), A = Θ, and the squared error loss. If θ₀ ∈ Θ satisfies that P_θ « P_θ0 for any θ ∈ Θ, show that the estimator T ≡ θ₀ is admissible.

Reference no: EM131851883

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