Question: For the continuous distribution of the interval 0 to a, we have two unbiased estimators for a: the moment estimator a1 = 2X and a2
For the continuous distribution of the interval 0 to a, we have two unbiased estimators for a: the moment estimator a1 = 2X and a2 = [(n + 1/n] max (Xi), where max (Xi) is the largest observation in a random sample of size n (see Exercise 7-26). It can be shown that V(a1) = a2/(3n) and that V(a1) =a2/[n)n+2)]. Show that if n > 1, a2 is a better estimator than. In what sense is it a better estimator of a?
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