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Suppose that Y₁, Y₂, ..., Ym is a random sample of size m from Gamma (a = 3, p = 0), where 0 is not known. Check whether or not the maximum likelihood estimator Ô is a minimum variance unbiased estimator of the parameter 8.

Suppose that Y₁, Y₂, ..., Ym is a random sample of size m from Gamma (a = 3, p = 0), where 0 is not known. Check whether or not the maximum likelihood estimator Ô is a minimum variance unbiased estimator of the parameter 8.

Calculus For The Life Sciences
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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Suppose that Y₁, Y₂, ..., Ym is a random sample of size m from Gamma (a = 3,ß = 0), where 0 is not known. Check whether or not the maximum likelihood estimator Ô is a minimum variance unbiased estimator of the parameter 8.
Transcribed Image Text:Suppose that Y₁, Y₂, ..., Ym is a random sample of size m from Gamma (a = 3,ß = 0), where 0 is not known. Check whether or not the maximum likelihood estimator Ô is a minimum variance unbiased estimator of the parameter 8.
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