Question: Let X1,...,Xn be a random sample from the Poisson distribution with unknown mean . The uniformly minimum variance unbiased estimator (UMVUE) of exp() is known
Let X1,...,Xn be a random sample from the Poisson distribution with unknown mean λ. The uniformly minimum variance unbiased estimator
(UMVUE) of exp(−λ) is known to be [(n − 1)/n]
Tn , where Tn = n i=1 Xi. Find the asymptotic distribution of the UMVUE (appropriately normalized). Hint: It may be easier to first find the asymptotic distribution of exp(−Tn/n).
Step by Step Solution
There are 3 Steps involved in it
1 Expert Approved Answer
Step: 1 Unlock
Question Has Been Solved by an Expert!
Get step-by-step solutions from verified subject matter experts
Step: 2 Unlock
Step: 3 Unlock
