Suppose that you have two independent unbiased estimators of the same parameter , say 1 and 2,
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Suppose that you have two independent unbiased estimators of the same parameter θ, say θ1 and θ2, with different variances v1 and v2. What linear combination θ = c1θ1 + c2θ2 is the minimum variance unbiased estimator of θ?
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