Question
Let X1, . . . , Xn be a random sample from a normal distribution with mean and variance , where is known. Find the
Let X1, . . . , Xn be a random sample from a normal distribution with mean and variance , where is known. Find the CRLB and show that the sample mean X is the UMVUE of . (Do not use the exponential family results.)
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Stochastic Calculus And Applications
Authors: Samuel N Cohen, Robert J Elliott
2nd Edition
1493928678, 9781493928675
