Question: Let y 1 , y 2 , y 3 , . . . , y n be a random sample from a Poisson distribution with

Let y1, y2, y3, . . . , yn be a random sample from a Poisson distribution with mean λ, i.e., E (yi) = λ, i = 1, 2, .... n. Consider four estimators of λ:

A2 = n(y, + y2 + .+ yn) %3D y + y2

a. Which of the four estimators are unbiased?
b. Of the unbiased estimators, which has the smallest variance? Recall that, for a Poisson distribution, V(yi) = λ.

A2 = n(y, + y2 + .+ yn) %3D y + y2

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