Suppose that X1, . . . , Xn form a random sample from an exponential family for

Question:

Suppose that X1, . . . , Xn form a random sample from an exponential family for which the p.d.f. or the p.f. f (x|θ) is as specified in Exercise 23 of Sec. 7.3. Suppose also that the unknown value of θ must belong to an open interval Ω of the real line. Show that the estimator T = is an efficient estimator. Show that T can be represented in the form given in Eq. (8.8.15).
Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

Question Posted: