Find the M.L.E. of exp( + 0.125) in Example 7.9.5. Both the M.L.E. and the estimator in

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Find the M.L.E. of exp(θ + 0.125) in Example 7.9.5. Both the M.L.E. and the estimator in Example 7.9.5 have the form exp(n + c) for some constant c. Find the value c so that the estimator exp(n + c) has the smallest possible M.S.E.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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