Suppose that X1, , Xn form a random sample from an unknown probability distribution P on the real line Let A be a given subset of the real line, and let P(A) Construct an unbiased estimator of , and specify its variance

Question: Suppose that X1, . . . , Xn form a random sample from an unknown probability distribution P on the real line. Let A be

Suppose that X1, . . . , Xn form a random sample from an unknown probability P on the real line. Let A be a given subset of the real line, and let θ = P(A). Construct an unbiased estimator of θ, and specify its variance.

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