On the Minimax Estimator of a Bounded Normal Mean ´ Eric Marchand ∗† Fran¸ cois Perron ‡ † CRM-2756 September 2001 ∗ Department of Mathematics and Statistics, University of New Brunswick, P.0. Box 4400, Fredericton, N.B. CANADA, E3B 5A3 † Research supported by NSERC of Canada ‡ D´ epartement de math´ ematiques et de statistique, Universit´ e de Montr´ eal, C.P. 6128, Succursale Centre-Ville, Montr´ eal, Qc, CANADA H3C 3J7 perronf@dms.umontreal.ca