5.22 Let X1,...,Xn be a sample from the Poisson () distribution truncated on the left at 0,...
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5.22 Let X1,...,Xn be a sample from the Poisson (λ) distribution truncated on the left at 0, i.e., with sample space X = {1, 2, 3,...} (see Problem 3.20). Show that the Cramer-Rao lower bound for the variance of unbiased estimators of ´ λ is
λ(1 − e−λ)
2 n(1 − e−λ − λe−λ)
and is not attained by the UMVU estimator. (It is, however, the asymptotic variance of the ML estimator.)
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Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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