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5. Refer to the setup described in CB's Exercise 6.37. 6.37 Joshi and Nabar (1989) examine properties of linear estimators for the parameter in
5. Refer to the setup described in CB's Exercise 6.37. 6.37 Joshi and Nabar (1989) examine properties of linear estimators for the parameter in the so-called "Problem of the Nile," where (X, Y) has the joint density f(x,y) = exp(-(0x+y/0)}, > 0, y>0. Below are the Estimators T- and U- (a) Show that S (EXY) is minimal sufficient (b) Set W (T,U), where T and U are as defined CB's Exercise 6.37. Show that W is minimal sufficient. Hint: A one-to-one function of a minimal sufficient statistic is minimal sufficient. (c) Show that U is an ancillary statistic. (d) Why does U being ancillary imply W is not complete?
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