Two-point priors and minimax estimation of a bounded parameter under convex loss

Abstract

The problem of minimax estimation of a parameter when is restricted to a nite interval ( 0; 0 +m) is studied. The case of a convex loss function is considered. Sucien t conditions for existence of a minimax estimator which is a Bayes estimator with respect to a prior concentrated in two points 0 and 0 +m are obtained. An example is presented. 1. Introduction. The problem of minimax estimation of a bounded real parameter has been considered in many particular models. The square loss