10-5. Suppose that T1 and T2 are independent unbiased estimators of a parameter , with V(T1) =...

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10-5. Suppose that T1 and T2 are independent unbiased estimators of a parameter

θ, with V(T1) = σ2 1 and V(T2) = σ2 2. If T3 = αT1 + (1 − α)T2,

α constant, is a new unbiased point estimator of θ, how should α be chosen to minimize V(T3)?

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