4 problems
Brown's conjecture. The prior leads to an admissible estimator, regardless of the density and the loss function .
Let be the simplex of multinomial probability parameters, let … and, for , let … For , choose such that … where is…
Let be the Bayesian estimator considered above, and let be a prior. Asymptotic-efficiency conjecture. The asymptotic efficienc…
Let denote the information matrix at time , let be the optimal limiting information matrix, and let denote the posterior covariance of…