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Statistics Seminar
Department of Mathematical Sciences
DATE: | Thursday, February 19, 2015 |
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TIME: | 1:15pm to 2:15pm |
LOCATION: | WH 100E |
SPEAKER: | Lishun Li (Binghamton University) |
TITLE: | On a minimax property of the sample mean when the population is normally distributed |
Abstract
We will show that the sample mean is a minimax estimator (under the 1-0 loss function) of the unknown mean of a normal population with unknown variance.