Ferguson, Thomas S. - In: Statistics & Probability Letters 26 (1996) 3, pp. 205-211
This problem is in the area of minimax selection of experiments. Nature chooses a number [theta] in the closed interval [-1, 1]. The statistician chooses a number y in the same interval (an experiment) and is informed whether [theta] < y, [theta] = y, or 0> y. Based on this information, the statistician then estimates...</y,>