Question: Recall that an exponential () random variable X has E[X] = 1/, Var[X] = 1/ 2 . Thus, to estimate from n independent samples

Recall that an exponential (Î») random variable X has

E[X] = 1/Î»,

Var[X] = 1/Î»².

Thus, to estimate Î» from n independent samples X₁, . . ., X_n, either of the following techniques should work.

(a) Calculate the sample mean M_n(X) and form the estimate

(b) Calculate the unbiased variance estimate VÊ¹_n(X) of Theorem 10.13 and form the estimate

Use MATLAB to estimate the calculation λ and λ for m = 1000 experimental trials to determine which estimate is better.

= 1/Mn(X).

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