Suppose that a random variable X has the Poisson distribution with unknown mean ( > 0).

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Suppose that a random variable X has the Poisson distribution with unknown mean λ (λ > 0). Find a statistic δ(X) that will be an unbiased estimator of eλ. If E[δ(X)] = eλ, then
5(x)e-* = e. x! X=0

Multiply both sides of this equation by eλ, expand the right side in a power series in λ, and then equate the coefficients of λx on both sides of the equation for x = 0, 1, 2, . . . .

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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