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Consider an estimation problem with P = {Pθ: θ ∈ Θ} (a parametric family), A = Θ, and the squared error loss. If θ0 ∈ Θ satisfies that Pθ « Pθ0 for any θ ∈ Θ, show that the estimator T ≡ θ0 is admissible.
Statistics and Probability, Statistics
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