Let X1,.., Xn be a random sample from a population with mean μ and variance Ï2. (a)
Question:
(a) Show that the estimator
is an unbiased estimator of μ if
(b) Among all unbiased estimators of this form (called linear unbiased estimators) find the one with minimum variance, and calculate the variance.
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ai = 1. al-
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a E i a i X i i a i EX i i a i i a i Hence the estimator is unbiased b Var i a i X i i ...View the full answer
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