Let Y be the random variable described in Example 5.2.3, where fY (y, ) = e (y)
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Let Y be the random variable described in Example 5.2.3, where fY (y, θ) = e−(y−θ), y ≥ θ, θ > 0. Show that Ymin – 1/n is an unbiased estimator of θ.
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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