In the regression model, we assume that the independent variables are random instead of fixed. Consider the problem of estimating the coverage function of a usual confidence interval for the unknown intercept parameter. In this paper, we consider a case in which the number of unknown parameters...

For a p-dimensional normal distribution with mean vector [theta] and covariance matrix Ip, it is known that the maximum likelihood estimator [theta] of [theta] with p[greater-or-equal, slanted]3 is inadmissible under the squared loss. The present paper considers possible extensions of the result...