Question: 5. X1, . . . , X2, . . . , Xn are iid Gam(5, ). (a). Take = c X . Find the constant
5. X1, . . . , X2, . . . , Xn are iid Gam(5, ). (a). Take = c X . Find the constant c to make an unbiased estimate of . (b). Compute the MSE of of the unbiased estimator in (a). [hint: use the fact n i=1 Xi Gam(n, ) if X1, . . . , Xn are iid Gam(, )]. 2
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