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As part of a job application process, I am giving a short "mock lecture" for students on minimax estimation in statistics. I will introduce the basic concept and give an example.

I am able to lecture on this topic, but statistical estimation is not something I have taught before or thought about extensively (my background is in probability theory).

I am therefore worried to be flustered by what is considered a common question. Can you think of questions to ask that are not very challenging, but tell the audience quickly whether the lecturer is somewhat knowledgeable about the topic?

Also, if you know of an interesting (but easy to digest) example of minimax estimation, then I would be happy to hear that.

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  • $\begingroup$ I don't know of any but ferguson's book probably has something in the problems section of that chapter. I always found his problems difficult but maybe if you pick a low numbered one, it won't be so bad. $\endgroup$ – mlofton Feb 23 at 23:12

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