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2) Suppose X, X2, ..., Xn are independent and identically distributed random variables s.t, E(X) = ne and Var (X) = 20; i =
2) Suppose X, X2, ..., Xn are independent and identically distributed random variables s.t, E(X) = ne and Var (X) = 20; i = 1,2,.., n. Let T = X/n(n + 16) be an estimator for 0. Show that T is asymptotically unbiased for 0. i=1
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Introduction to Operations Research
Authors: Frederick S. Hillier, Gerald J. Lieberman
10th edition
978-0072535105, 72535105, 978-1259162985
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