Let X1,..., Xn be independent with pdfs fx, (x|) = ei-x I(i,)(x). Prove that T = mini(Xi/i)

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Let X1,..., Xn be independent with pdfs fx, (x|θ) = eiθ-x I(iθ,∞)(x). Prove that T = mini(Xi/i) is a sufficient statistic for 6. Based on T, find the 1 - α confidence interval for θ of the form [T + a, T + b] which is of minimum length.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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