Show that the family is invariant and the decision problem


Consider a location family {Pµ: µ ∈ Rk} on Rk, where Pµ = P(µ,Ik) is given in (2.10). Let l0 ∈ Rk be a fixed vector and L(P, a) = L(kµ - ak), where a ∈ A = Rk and L(·) is a nonnegative Borel function on [0, ∞). Show that the family is invariant and the decision problem is invariant under the transformation g(X) = X +cl0, c ∈ R. Find an invariant decision rule.

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Basic Statistics: Show that the family is invariant and the decision problem
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