Question: Let Y1, ...,Yn be a random sample of size n from the discrete distribution with probability function f(y; ) = (1 )y1,y = 1,

Let Y1, ...,Yn be a random sample of size n from the discrete distribution with probability function f(y; θ) = θ(1 − θ)y−1,y = 1, ... . Compare the MSE’s of two estimators of τ = 1/θ: T1 = Y and T2 = [n/(n + 1)]Y .

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