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Suppose that Xi, X2, ..., Xn is an iid sample from where θ > 0. (a) Show that is a complete and sufficient statistic for σ (b) Prove that Y1-X11 follows an exponential distribution with mean σ (c) Find the uniformly minimum variance unbiased estimator (UMVUE) of T(o-o, where r is a fixed constant larger than 0.

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Answer #1

13 T C207 1-7 sTat. sufffcient 1-1n-l dy y ceg aan e (c) MLE of σ wehave the sauple mean. The w Constant looses, than o. 8 σ5K

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