Let X₁, X2, X3,..., Xn denote a random sample of size n from the population distributed with the following probability density function: d) f(x; 0) = {(0, - ((0+1)xº, if 0 < x < 1 elsewhere Suppose that Ô is a uniform minimum variance unbiased estimator of 0. Show that the variance (0+1)² of ê, Var(0) = n

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
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1.STATISTICAL INFERENCE
Question 2 d

Let X₁, X2, X3,..., Xn denote a random sample of size n from the population distributed with the
following probability density function:
d)
f(x; 0) = {(0, -
((0+1)xº, if 0 < x < 1
elsewhere
Suppose that Ô is a uniform minimum variance unbiased estimator of 0. Show that the variance
(0+1)²
of ê, Var(0) =
n
Transcribed Image Text:Let X₁, X2, X3,..., Xn denote a random sample of size n from the population distributed with the following probability density function: d) f(x; 0) = {(0, - ((0+1)xº, if 0 < x < 1 elsewhere Suppose that Ô is a uniform minimum variance unbiased estimator of 0. Show that the variance (0+1)² of ê, Var(0) = n
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