My solution to the IMS Student Puzzle Corner 43.

I gave it go to these two problems. To be honest, I probably cheated in the second one, as the constant estimator is always admissible in the frequentist framework. You can find my proposed solutions here.

Alberto Bordino
Alberto Bordino
PhD Student in Statistics at Warwick University

My research interests include Stastistical Machine Learning, Nonparametric Statistics and Empirical Process Theory.