Let X1,..., Xn be iid Bernoulli(p). Show that the variance of attains the Cramer-Rao Lower Bound,

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Let X1,..., Xn be iid Bernoulli(p). Show that the variance of attains the Cramer-Rao Lower Bound, and hence is the best unbiased estimator of p.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:25 AM

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Let X1,..., Xn be iid Bernoulli(p). Show that the variance of attains the Cramer-Rao Lower Bound,

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By Corollary 7315 is the UMVUE of p and attains the ...View the full answer

Statistical Inference

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