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Let X1, ..., Xmi.i.d. from the distribution F, and Y1, ..., Yn i.i.d. from the distribution G, both F and G belongs to the family

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Let X1, ..., Xmi.i.d. from the distribution F, and Y1, ..., Yn i.i.d. from the distribution G, both F and G belongs to the family F= {continuous distributions with probability density} . Xi's and Yj's are independent. Find an UMVUE for OO g ( F, G) = P(Xi

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