iid Geometric(p). Show that the MLE and MM estimator EXERCISE 32 Let X1,..., Xn p = 1/X is a biased estimator of p. Show also that among all estimators of p that are based on X1 alone, the only...


iid<br>Geometric(p). Show that the MLE and MM estimator<br>EXERCISE 32 Let X1,..., Xn<br>p = 1/X is a biased estimator of p. Show also that among all estimators of p that are based<br>on X1 alone, the only unbiased estimator is<br>1, if X1 = 1,<br>0, if X1 = 2, 3, ....<br>P(X1)<br>

Extracted text: iid Geometric(p). Show that the MLE and MM estimator EXERCISE 32 Let X1,..., Xn p = 1/X is a biased estimator of p. Show also that among all estimators of p that are based on X1 alone, the only unbiased estimator is 1, if X1 = 1, 0, if X1 = 2, 3, .... P(X1)

Jun 09, 2022
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