7.14 Under the assumptions of Problem 7.13, if B = b1 ++bN is known, an alternative unbiased...
Question:
7.14 Under the assumptions of Problem 7.13, if B = b1 +···+bN is known, an alternative unbiased estimator a¯ is
1 n
n i=1 Yi Zi b¯ + n(N − 1)
(n − 1)N
Y¯ −
1 n
n i=1 Yi Zi Z¯
.
[Hint: Use the facts that E(Y1/Z1) = (1/N)(ai/bi) and that by the preceding problem E
1 n − 1
Yi Zi
(Zi − Z¯)
=
1 N − 1
ai bi
(bi − b¯)
.]
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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