Exercise 2: Let 0, and 02 be two independent unbiased estimators of 0 such that Var(01) = o? and Var(02) = 0. Define 03 %3D 10i + (1 – X)02: a. Show that 03 is an ubiased estimator of 0. b. Determine the value of A that minimizes Var(03).

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Exercise 2: Let 0, and 02 be two independent unbiased estimators of 0 such that Var(01) = o?
and Var(02) = 0. Define 03
%3D
10i + (1 – X)02:
a. Show that 03 is an ubiased estimator of 0.
b. Determine the value of A that minimizes Var(03).
Transcribed Image Text:Exercise 2: Let 0, and 02 be two independent unbiased estimators of 0 such that Var(01) = o? and Var(02) = 0. Define 03 %3D 10i + (1 – X)02: a. Show that 03 is an ubiased estimator of 0. b. Determine the value of A that minimizes Var(03).
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