Finish some of the details left out of the proof of Theorem 7 3 20 Suppose W is an unbiased estimator of (), and U is an unbiased estimator of 0 Show that if, for some o, Cov0(W, U) 0, then W cannot be the best unbiased estimator of () ...

Let a be a constant and suppose Cov ...

Finish some of the details left out of the proof of Theorem 7.3.20. Suppose W is an

Question:

Finish some of the details left out of the proof of Theorem 7.3.20. Suppose W is an unbiased estimator of τ(θ), and U is an unbiased estimator of 0. Show that if, for some θ = θo, Covθ0(W, U) ≠ 0, then W cannot be the best unbiased estimator of τ(θ).