If 1 and 2 are independent unbiased estimators of a given parameter and var(1) 3 var(2), find the constants a1 and a2 such that a11 a22 is an unbiased estimator with minimum variance for such a linear combination ...

var 3var 2 Ea 1 1 a 2 2 a 1 a 2 a ...

If 1 and 2 are independent unbiased estimators of a given parameter and var(1) = 3

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If Θ1 and Θ2 are independent unbiased estimators of a given parameter θ and var(Θ1) = 3 ∙ var(Θ2), find the constants a1 and a2 such that a1Θ1 + a2Θ2 is an unbiased estimator with minimum variance for such a linear combination.

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John E Freunds Mathematical Statistics With Applications

ISBN: 9780134995373

8th Edition

Authors: Irwin Miller, Marylees Miller

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Question Posted: Nov 04, 2015 03:32 AM

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If 1 and 2 are independent unbiased estimators of a given parameter and var(1) = 3

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John E Freunds Mathematical Statistics With Applications

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