In the situation of Exercise 7, show that a minimax sequential procedure is to choose the integer n which minimizes   take a sample of size n, and estimate  by   Suppose that X 1 X 2 , is a sequential...

In the situation of Exercise 7, show that a minimax sequential procedure is to choose the integer n which minimizes
  take a sample of size n, and estimate
 by

Suppose that X₁
X₂, is a sequential sample from a
distribution, and that it is desired to test

  The experimenter reports that he used a proper stopping rule, and obtained the data 3, -1, 2, 1.

(a) What could a frequentist conclude?

(b) What could a conditionalist conclude?