Exercise2.20 Let Y1, ...,Yn Geom(p). 1. Find theMLEof p. 2. Find anunbiasedestimatorof p. (Hint: firstfindatrivialunbiasedestimatorof p
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Exercise2.20 Let Y1, ...,Yn ∼ Geom(p).
1. Find theMLEof p.
2. Find anunbiasedestimatorof p.
(Hint: firstfindatrivialunbiasedestimatorof p and thenimproveitby“Rao–Blackwellization”;
recall that Σni
=1Yi ∼ NB(n, p).)
3. Is theunbiasedestimatorfromthepreviousparagraphUMVUE?
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Related Book For 
Statistical Theory A Concise Introduction Texts In Statistical Science
ISBN: 9781032007458
2nd Edition
Authors: Felix Abramovich, Ya'acov Ritov
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