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.Let X1,…Xn be iid gamma(a,ß) with a known. Find the best unbiased estimator of 1/ß 2.Let

.Let X1,…Xn be iid gamma(a,ß) with a known. Find the best unbiased estimator of 1/ß 2.Let

.Let X1,…Xn be iid gamma(a,ß) with a known. Find the best unbiased estimator of 1/ß 2.Let W1,…,Wk be unbiased estimators of a parameter ? with Var(Wi) =si^2 and Cov(Wi ,Wj)=0 if i?j. Show that, of all estimators of the form ?aiWi, where the ai are constant and E(?aiWi)= ?, The estimator W* =(?Wi/ si^2)/ (?1/ si^2) has the minimum variance and show also VarW*=1/(?1/ si^2)

Abhinav 02-Dec-2019

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