Let X1,..., Xn+1 be iid Bernoulli(p), and define the function h(p) by the probability that the first
Question:
the probability that the first n observations exceed the (n + l)st.
(a) Show that
is an unbiased estimator of h(p).
(b) Find the best unbiased estimator of h(p).
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n+1 0 otherwise
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a T is a Bernoulli random variable Hence b n1 i 1 X i is a complete ...View the full answer
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