Assume that and that it is desired to estimate under squarederror loss. Find the best invariant estimator of . Assume that X1, . .. , Xn is a sample of size n from the density Find the best...

Assume that

and that it is desired to estimate

under squarederror loss. Find the best invariant estimator of
.

Assume that X₁, . .. , X_n
is a sample of size n from the density

Find the best invariant estimator of

for the loss function