21. Let X₁, X2, ..., Xn be a random sample from a population X with densityfunction0x0-1for 0 < x < 1f(x; 0) =0otherwise,where > 1 is parameter. Show that - ln(X₂) is a uniform minimumvariance unbiased estimator of ¼.ni=1=

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Answered: 21. Let X₁, X2, ..., Xn be a random…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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21. Let X₁, X2, ..., Xn be a random sample from a population X with density function [0x0-1 for 0 < x < 1 f(x; 0) = 0 otherwise, 1 where > 1 is parameter. Show that - ln(X₂) is a uniform minimum variance unbiased estimator of 1.