Let X (X1, X2, .. ., Xn) be a sample of i.i.d. Poisson(0) random variables with probability mass function f(x,6) = Po(X = x) = %3D æ! x € {0,1, 2, ...}, 0 > 0. The statistic T(X)3 Ei-1 Xi is complete and sufficient for 0. =D1 Derive the UMVUE of h(0) = e kU where k = 1,2, . , n is a known integer. Hint: Use the interpretation that P(X1= 0) = e¯º and therefore we have that P(X1 = 0,..., Xk = 0) = P(X1 = 0)* = e¬k° and also note that T(X) = > X; ~ Poisson(n0). i=1 (-) k humvue k 1 - t n k п - 1 humvue humvue = e¯n (-)' Îumvue (1-) humvue

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Let X (X1, X2,..., Xn) be a sample of i.i.d. Poisson(0) random variables with probability mass
%3D
function
e-gz
f(x, 8) = Po(X = x) =
æ!
x € {0,1, 2, .}, 0 > 0.
The statistic T(X) = Ei-1Xi is complete and sufficient for 0.
i3D1
Derive the UMVUE of h(0) = e_kU where k = 1, 2, ... , n is a known integer.
Hint: Use the interpretation that P(X1= 0) = e-º and therefore we have that
P(X1 = 0,.., Xk = 0) = P(X1 = 0)* = e¬k®
and also note that
n
T(X) = X; ~ Poisson(n0).
i=1
(-)
Pumvue
1
- 1 ( t
Îumvue
Îumvue =
(-)'
humvue
(-)"
Îrumvue
Transcribed Image Text:Let X (X1, X2,..., Xn) be a sample of i.i.d. Poisson(0) random variables with probability mass %3D function e-gz f(x, 8) = Po(X = x) = æ! x € {0,1, 2, .}, 0 > 0. The statistic T(X) = Ei-1Xi is complete and sufficient for 0. i3D1 Derive the UMVUE of h(0) = e_kU where k = 1, 2, ... , n is a known integer. Hint: Use the interpretation that P(X1= 0) = e-º and therefore we have that P(X1 = 0,.., Xk = 0) = P(X1 = 0)* = e¬k® and also note that n T(X) = X; ~ Poisson(n0). i=1 (-) Pumvue 1 - 1 ( t Îumvue Îumvue = (-)' humvue (-)" Îrumvue
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