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Math Help - risk of estimator

  1. #1
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    risk of estimator

    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 !
    Attached Thumbnails Attached Thumbnails risk of estimator-risk.jpg  
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  2. #2
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    does anyone knows what is the meaning by quadratic risk ? I guess I can take it from there.
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