If X 1 and X 2 are the means of independent random samples of sizes n 1 and n 2 from a normal population with the mean and the variance 2 , show that the variance of the unbiased estimator Is a minimum when n 1 n 1 n 2 X (1 w) X2...

If X 1 and X 2 are the means of independent random samples of sizes n 1

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If X̅₁ and X̅₂ are the means of independent random samples of sizes n₁ and n₂ from a normal population with the mean µ and the variance σ², show that the variance of the unbiased estimator

Is a minimum when ω = n₁ / n₁ + n₂

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John E Freunds Mathematical Statistics With Applications

ISBN: 9780134995373

8th Edition

Authors: Irwin Miller, Marylees Miller

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Question Posted: Nov 04, 2015 03:32 AM

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If X 1 and X 2 are the means of independent random samples of sizes n 1

Question:

.X+(1-w) X2

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var w 2 2 n 1 1 w 2 ...View the full answer

John E Freunds Mathematical Statistics With Applications

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