Various questions on Assignment #6

[Antonio Juarez]

Hello. I have several questions about this last assignment:

• On question 1, what do P(x) and P_n(x) represent?
• On question 3, what is \hat{\Zeta}? Does \Theta represent the entire space of parameters from which we can select our estimator? How do the \Zeta values relate to the multivariate normal density? In the minimax expression, do you mean inf_{\hat{\Zeta}} instead of inf_{\hat{\theta}}?

[Larry Wasserman]

On Sun, Apr 11, 2010 at 6:52 PM, Antonio Juarez <aju...@andrew.cmu.edu> wrote:

Hello. I have several questions about this last assignment:

• On question 1, what do P(x) and P_n(x) represent?

P is a probability distribution
P_n is the empirical distribution based on n observations
 

• On question 3, what is \hat{\Zeta}?

an estimator based on a draw from the multivariate Normal

 

• Does \Theta represent the entire space of parameters from which we can select our estimator?

Theta is defined in the question
 
 

• How do the \Zeta values relate to the multivariate normal density? In the minimax expression, do you mean inf_{\hat{\Zeta}} instead of inf_{\hat{\theta}}?

yes inf over hat\zeta


--
Larry Wasserman
Professor, Department of Statistics
Carnegie Mellon University
la...@stat.cmu.edu
www.stat.cmu.edu/~larry