Question: Suppose that you have two independent unbiased estimators of the same parameter , say 1 and 2, with different variances v1 and v2. What linear
Suppose that you have two independent unbiased estimators of the same parameter θ, say θ1 and θ2, with different variances v1 and v2. What linear combination θ = c1θ1 + c2θ2 is the minimum variance unbiased estimator of θ?
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