Question

Suppose that X ~ fx (x10), where θ E Θ. Suppose that T = T(X) is a sufficient statistic for θ. Prove the following statement: If W-W(X) is the uniformly minimum variance ụnbi. ased estimator (UMVUE) of 0, then W-E(WT) with probability one.

0 0
Add a comment Improve this question Transcribed image text
Answer #1

The proof of the above theorem is given below.

んひalso an UE of withfiniteariame . Now, we note thot , the conditonal dist WIT isindependent ob Hence, E (HIT) i iadependext o e& in a unchon of T. otthatis, E(WIT) is a statistic bases on T- Note that, θ = E(w) = EE(w/t) す E(HIT) an UE of 9, based on T, Again, as w「‘ UMWE var(h)Var (E(r) an otter UE ofe-. var(u)= var (E(UIT)) der witんprobability

Add a comment
Know the answer?
Add Answer to:
Suppose that X ~ fx (x10), where θ E Θ. Suppose that T = T(X) is...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT