2.21 LetX1,...,Xm and Y1,...,Yn be independently distributed asE (a, b) andE(a , b ), respectively. (a) If

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2.21 LetX1,...,Xm and Y1,...,Yn be independently distributed asE

(a,

b) andE(a

, b

), respectively.

(a) If

a, b, a

, and b are completely unknown, X(1), Y(1), [Xi −X(1)], and [Yj −Y(1)]

jointly are sufficient and complete.

(b) Find the UMVU estimators of a − a and b

/b.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

Question Posted: Oct 31, 2024 06:01 AM

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2.21 LetX1,...,Xm and Y1,...,Yn be independently distributed asE (a, b) andE(a , b ), respectively. (a) If

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Theory Of Point Estimation

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