Let Y 1 ,Y 2 , . . . ,Y n be a random sample of size
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Let Y1,Y2, . . . ,Yn be a random sample of size n from the pdf fY (y; θ) = 1/(r − 1)!θr yr−1e−y/θ, y > 0
(a) Show that ˆθ = 1/r y̅ is an unbiased estimator for θ.
(b) Show that ˆθ = 1/r y̅ is a minimum-variance estimator for θ.
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a Note that since fY y has only one parameter This is a special case of maximum likelihood esti...View the full answer
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