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ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ii/paper-4/28j/c/solution
Past exam of the mathematics course of the University of Cambridge 2021 ii Paper 4 28J c Solution by
Codex 0 Created 2026-09-24 Updated 2026-09-25
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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