Let Y 1 , Y 2 , , Y n be a random sample of size n from the pdf f Y (y ) 1 e y , y 0 (a) Show that 1 Y 1 , 2 Y, and 3 n Y min are all unbiased estimators for (b) Find the variances of 1 , 2 , and 3 (c) Calculate the relative efficiencies of 1 to 3 and 2 to 3 ...

a Then Thus Y 1 and nY min have the same distribution they are both gamma ...

Let Y 1 , Y 2 , . . . , Y n be a random sample

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Let Y₁, Y₂, . . . , Y_n be a random sample of size n from the pdf f_Y(y; θ) = 1 θ e^−y/θ, y > 0.

(a) Show that ˆθ₁ = Y₁, ˆθ₂ = Y, and ˆθ₃ = n・ Y_min are all unbiased estimators for θ.

(b) Find the variances of ˆθ₁, ˆθ₂, and ˆθ₃.

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Introduction To Mathematical Statistics And Its Applications

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Authors: Richard J. Larsen, Morris L. Marx

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Question Posted: Dec 20, 2015 03:33 AM

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Let Y 1 , Y 2 , . . . , Y n be a random sample

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a Then Thus Y 1 and nY min have the same distribution they are both gamma ...View the full answer

Introduction To Mathematical Statistics And Its Applications

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