Let Y 1 , Y 2 , . . . , Y n be a random sample
Question:
Let Y1, Y2, . . . , Yn be a random sample of size n from the pdf fY(y; θ) = 1 θ e−y/θ, y > 0.
(a) Show that ˆθ1 = Y1, ˆθ2 = Y, and ˆθ3 = n・ Ymin are all unbiased estimators for θ.
(b) Find the variances of ˆθ1, ˆθ2, and ˆθ3.
(c) Calculate the relative efficiencies of ˆθ1 to ˆθ3 and ˆθ2 to ˆθ3.
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a Then Thus Y 1 and nY min have the same distribution they are both gamma ...View the full answer
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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