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Abstract
Let be independent normal random variables with means
and the common variance unity. It is assumed that
We show that the Pitman estimator
the generalized Bayes estimator of
with respect to the uniform prior on
is minimax. When k = 2, the components of
for estimating θ1and θ2 are minimax (Cohen and Sackrowitz (1970)). However, for k = 3, we prove that the similar result does not hold for θ1 and θ3 Admississibility of
in certain classes of estimators is also discussed.