does anyone knows what is the meaning by quadratic risk ? I guess I can take it from there.
X1,...Xn~N(mu,theta) when mu is known
we'll defind an estimator for theta:
S^2 = c*sum(Xi-Xbar)^2
(Xbar is avrrage of Xi look at picture attached)
for which value of c the quadratic risk is the smallest ?
what is the efficiency of the found estimator ?
thank you very much !