Question: Let Y 1 ,Y 2 , . . . ,Y n be a random sample of size n from the pdf f Y (y; )

Let Y1,Y2, . . . ,Yn be a random sample of size n from the pdf fY (y; θ) = 1/(r − 1)!θr yr−1e−y/θ, y > 0

(a) Show that ˆθ = 1/r y̅ is an unbiased estimator for θ.

(b) Show that ˆθ = 1/r y̅ is a minimum-variance estimator for θ.

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