unbiased estimators
- From: jason.s.turner@xxxxxxxxx
- Date: 4 Apr 2006 09:50:38 -0700
I having some issues with a stat problem. I would appreciate any help
that I could get.
Here it is:
Suppose Y1,...,Yn denote a random sample of size n from a Gamma
distribution with parameters ALPHA and BETA=5. Let
AlphaHat1 = YBar/5
&
AlphaHat2 = (2Y1 - Y2 + 4Y3)/25
a Show that AlphaHat1 and AlphaHat2 are both unbiased estimators of
ALPHA
b Find V(AlphaHat1)
c Find V(AlphaHat2)
d For what values of n is AlphaHat1 a better estimator of AlphaHat2?
Why?
Thanks,
Jason
.
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