(Solution) - Suppose that X1 Xn form a random -(2025 Original AI-Free Solution)

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Suppose that X1, . . . ,Xn form a random sample of size n (n ? 2) from the gamma distribution with parameters ? and ?, where the value of ? is unknown (? > 0) and the value of ? is known. Explain why Xn is an inadmissible estimator of the mean of this distribution when the squared error loss function is used.