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Unbiased estimator. Let X1, X2, . .., Xn be iid Bernoulli(p). Show that the variance of X attains the Cramer-Rao Lower Bound, and hence X

Unbiased estimator.

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Let X1, X2, . .., Xn be iid Bernoulli(p). Show that the variance of X attains the Cramer-Rao Lower Bound, and hence X is the best unbiased estimator of p

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