Economic, social, engineering, medical as well as financial activities lead very often (from the mathematical point of view) to deterministic optimization problems depending on an unknown probability measure. Evidently, an experience is then employed whenever it is possible. Mostly, it means...

Let [Theta] be a real random variable with a known (a priori) distribution. Let the observations given [Theta] be iid with a common distributionF0(·)=F(·-0)F is known to belong to some family of distributions on the real line. We find estimators of [Theta] which are asymptotically minimax...