IfX1 andX2 are the means of independent random samples of sizes n1 and n2 from a normal population with the mean μ and the variance σ ^2 , show that the variance of the unbiased estimator  ω·Xbar1+(1−ω)·Xbar2 is a minimum whenω=n1/(n1+n2)

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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IfX1 andX2 are the means of independent random samples of sizes n1 and n2 from a normal population with the mean μ and the variance σ ^2 , show that the variance of the unbiased estimator 
ω·Xbar1+(1−ω)·Xbar2
is a minimum whenω=n1/(n1+n2)

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