Question: Let Y 1 ,Y 2 ,...,Y n be a random sample of size n from the pdf (a) Show that = 1/rY is an

Let Y1,Y2,...,Yn be a random sample of size n from the pdf

fy (y; 0) = (r 1 -y/e, y> 0 1)!0r-e-y/0

(a) Show that θˆ = 1/rY is an unbiased estimator for θ.

(b) Show that θˆ = 1/rY is a minimum-variance estimator for θ.

fy (y; 0) = (r 1 -y/e, y> 0 1)!0r-e-y/0

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