Suppose that a random variable X has the geometric distribution with unknown parameter p (0 < p

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Suppose that a random variable X has the geometric distribution with unknown parameter p (0 < p < 1). Show that the only unbiased estimator of p is the estimator δ(X) such that δ(0) = 1 and δ(X) = 0 for X > 0. Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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