Let Y 1 , Y 2 , . . . , Y n be a random sample
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Let Y1, Y2, . . . , Yn be a random sample from fY(y; θ) = 1/θ e−y/θ, y > 0. Compare the Cramér-Rao lower bound for fY(y; θ) to the variance of the maximum likelihood estimator for θ, ˆθ = 1 . Is Y̅ a best estimator for 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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