Let X1, . . . , Xn iid∼ U[θ −
class="katex-mathml">1/2 , θ + 1/2 ], with θ ∈ R unknown.
(a) Find a two-dimensional minimal sufficient statistic and show it is minimal.
(b) Show that the minimal sufficient statistic is not complete.
(c) Suppose we want to estimate θ under the squared error loss L(θ, d) = (θ − d) ^2 . The sample mean X (the average of X)seems to be a reasonable estimator of θ. However, we can improve upon it by Rao-Blackwellizing it. Find this new estimator δ(X1, . . . , Xn).
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