Let X1, X2,..., X, be independent exponential random variables with mean i0. For example, E(X) = 0, E(X2) = 20, etc. Sup
Posted: Sun Sep 05, 2021 5:15 pm
Let X1, X2,..., X, be independent exponential random variables with mean i0. For example, E(X) = 0, E(X2) = 20, etc. Suppose an estimate of of 0 is 8 = -). a. Find the distribution of Ôn. b. Find Elô-'1. c. Find the MSE of c6-7 as an estimator of 0-1, and find c that minimizes that MSE.