Question: 12.2.5 Observations are randomly sampled from the U[O, e] distribution. After the sample size reaches n, the experimenter starts recording the minimum observations XI:,, X1:,+1

12.2.5 Observations are randomly sampled from the U[O, e] distribution. After the sample size reaches n, the experimenter starts recording the minimum observations XI:,, X1:,+1 , . . . . He will continue until he gets X,+N such that x1:n = Xl:n+l = ' ' ' = Xl:n+N-l > Xl:n+N.

Suggest an estimator of 0 based on observing XI:^, . . . , XI:,+N. [Hint: Find the probability distribution of N and express E ( N ) as a hnction of 6.1

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