Question: Let X1,..., Xn+1 be iid Bernoulli(p), and define the function h(p) by the probability that the first n observations exceed the (n + l)st. (a)

Let X1,..., Xn+1 be iid Bernoulli(p), and define the function h(p) by
Let X1,..., Xn+1 be iid Bernoulli(p), and define the function

the probability that the first n observations exceed the (n + l)st.
(a) Show that

Let X1,..., Xn+1 be iid Bernoulli(p), and define the function

is an unbiased estimator of h(p).
(b) Find the best unbiased estimator of h(p).

n+1 0 otherwise

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