Question: 3. Let X, and X2 be i.i.d. exponential random variables with scale parameter d, i.e., the pdf is f (x; 0) = =e 1 a-x/0


3. Let X, and X2 be i.i.d. exponential random variables with scale parameter d, i.e., the pdf is f (x; 0) = =e 1 a-x/0 * >0. (a) Find a sufficient statistic for 0. STAT7101 Assignment 2 Fall 2022 (b) Show that both of the following estimators of 0 are unbiased: . X, the sample mean of X, and X2; . 2X(), where X() is the minimum of X1 and X2. (c) Calculate Eff(X, 2X()), the efficiency of X compared to 2X(1). Which estimator is more desirable
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
