=+9. In the context of Example 6.4.2, suppose you observe X(1),...,X(r) and wish to estimate 1 by

=+9. In the context of Example 6.4.2, suppose you observe X(1),...,X(r)

and wish to estimate λ−1 by a linear combination S = r i=1 αiX(i).

Demonstrate that Var(S) is minimized subject to E(S) = λ−1 by taking αj = 1/r for 1 ≤ j