Let Y 1 , Y 2 , . . . , Y n be a random sample
Question:
Let Y1, Y2, . . . , Yn be a random sample of size n from the pdf
fY(y; θ) = 1 (r −1)!θr yr−1e−y/θ, y > 0
(a) Show that ˆθ = 1/r Y̅ is an unbiased estimator for θ.
(b) Show that ˆθ = 1/r Y̅ is a minimum-variance estimator for θ.
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a Y is a gamma random variable with ...View the full answer
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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