Past exam of the mathematics course of the University of Cambridge 2011 ii Paper 1 28K Solution Created 2026-09-24 Updated 2026-09-24
Past exam of the mathematics course of the University of Cambridge 2018 ii Paper 2 28K b Solution Created 2026-09-24 Updated 2026-10-03
An admissible estimator is one for which there is no estimator satisfyingfor every , with strict inequality for at least one . For , the James–Stein estimatorhas riskIt strictly dominates , and hence
Past exam of the mathematics course of the University of Cambridge 2022 ii Paper 2 29K b Solution Created 2026-09-24 Updated 2026-09-25
If , compare withIts bias is the negative of the original bias, so the squared-bias terms agree, whileIts risk is therefore strictly smaller for every . Thus
is not an admissible estimator.
is not an admissible estimator.