Question: Let X have the pdf f X (k; ) = ( 1) k1 / k , k = 1, 2, 3, . . .,
Let X have the pdf fX(k; θ) = (θ − 1)k−1/θk, k = 1, 2, 3, . . ., θ >1, which is geometric (p = 1/θ). For this pdf E(X) = θ and Var(X) = θ(θ −1). Is the statistic X efficient?
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