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1655统计中等derivationmedium

Stale Low-Noise Estimate vs Fresh Noisy Estimate

题目

A stale estimator S for today's parameter has variance 0.04 but incurs bias Delta because the regime has moved. A fresh estimator F is unbiased for today's parameter but has variance 0.25. What is the largest |Delta| for which S still has lower MSE than F?

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