Question: Assume that X,..., X is a sample from the G (a, B) distribution, with a known and unknown. Find the best invariant estimator of
Assume that X₁,..., X is a sample from the G
(a, B) distribution, with a known and ẞ unknown. Find the best invariant estimator of B for the loss
(a) L(B,
a) =(1-a/B)2.
(b) L(B,
a) =(a/B)-1-log(a/В).
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