Let X be a random variable with mean μ and variance σ2. Given two independent random samples

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Let X be a random variable with mean μ and variance σ2. Given two independent random samples of sizes n1 and n2, with sample means X1 and X2, show that

is an unbiased estimator for . If X1 and X2 are independent, find the value of a that minimizes the standard error of X.

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Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

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Question Posted: Apr 05, 2010 03:42 AM

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Let X be a random variable with mean μ and variance σ2. Given two independent random samples

Question:

X = aX, + (1 a)X. 0< a <1

Step by Step Answer:

EaX 1aX aa VXVaX 1aX N X a a...View the full answer

Applied Statistics And Probability For Engineers

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