Let X1,..., Xn be iid n(θ, θ2), θ > 0. For this model both and cS are
Question:
(a) Prove that for any number a the estimator a + (l - a)(cS) is an unbiased estimator of θ.
(b) Find the value of a that produces the estimator with minimum variance.
(c) Show that (, S2) is a sufficient statistic for θ but it is not a complete sufficient statistic.
Transcribed Image Text:
Vn-Ir((n 1)/2) V2T(n/2)
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a Ea 1 acS aE 1 aEcS a 1 a So a 1 acS is an unbiased estim...View the full answer
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