Editor Anirban DasGupta writes: Well done to Lu Mao (pictured below), of the department of biostatistics at the University of North Carolina at Chapel Hill, who sent a carefully written solution. Lu Mao The problem was to find a minimax estimator of $m = |µ|$ under squared error loss when…

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Bulletin Editor Anirban DasGupta sets this problem. Student members of the IMS are invited to submit solutions (to bulletin@imstat.org with subject “Student Puzzle Corner”). The deadline is January 15, 2016. It is the turn of a statistics problem this time. Abraham Wald literally opened up a major new framework for…

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Bulletin Editor Anirban DasGupta writes the solution to the previous puzzle. The exact problem was this: Fix $\epsilon 0$. Give examples of two absolutely continuous distributions with densities $f$ and $g$ such that $|f(x)-g(x)| \leq \epsilon $ for all $x$, and one of the two distributions is infinitely divisible…

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The deadline for the Student Puzzle printed in the last issue is October 20, 2015, so there is still time to enter! The puzzle appears at https://imstat.org/2015/08/student-puzzle-corner-11/. We await your submission!…

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Infinite divisibility of Euclidean random variables and vectors has been a core theme in the theory of probability for at least sixty years. The question asked is when can a random variable be decomposed into small independent components. Precisely, a random variable (vector) $X$ is called infinitely divisible if for…

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