The number of attempts required to successfully transmit a message across a noisy channel can be modeled

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The number of attempts required to successfully transmit a message across a noisy channel can be modeled by a geometric distribution, whose pmf is (1 – p)x–1p for x = 1, 2, 3, …. To estimate the unknown parameter p we obtain the random sample X1, X2, …, Xfrom this geometric distribution. 

a. Find the Fisher information in a single observation X using both (7.5) and (7.6).

b. What is the Fisher information in the random sample?

c. Determine the Cramér–Rao lower bound for the variance of an unbiased estimator of p.

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Modern Mathematical Statistics With Applications

ISBN: 9783030551551

3rd Edition

Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton

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