Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ii/paper-4/28j/c/solution

An admissible Bayes estimator whose Bayes risk equals its maximum risk is minimax. Indeed every estimator has maximum risk at least its prior-average risk, which is at least the Bayes risk; equality for the stated estimator attains this lower bound. Admissibility excludes a distinct estimator improving it everywhere.

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