**Problem (12): Let X1, X2 be a random sample of size n = 2 from the exponential probability density function (pdf) with an unknown parameter 0 given as follows: f(x; 0) = {0 x > 0; 0>0 e otherwise Consider the following two estimators for the unknown parameter 0: Ô, = T, (X1, X2) = X 4 Ô2 = T2 (X1, X2) =-X,X2 T then show that 0, is more efficient than 02 for estimating 0?

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**Problem (12): Let X1, X2 be a random sample of size n = 2 from the exponential
probability density function (pdf) with an unknown parameter 0 given as follows:
f (x; θ) -
e e
x > 0; 0> 0
%3D
otherwise
Consider the following two estimators for the unknown parameter 0:
Ô, = T,(X,,X,) = X
%3D
Ô2 = T2(X1, X2) = -X,X2
%3D
%3D
then show that 0, is more efficient than 0, for estimating 0?
2
Transcribed Image Text:**Problem (12): Let X1, X2 be a random sample of size n = 2 from the exponential probability density function (pdf) with an unknown parameter 0 given as follows: f (x; θ) - e e x > 0; 0> 0 %3D otherwise Consider the following two estimators for the unknown parameter 0: Ô, = T,(X,,X,) = X %3D Ô2 = T2(X1, X2) = -X,X2 %3D %3D then show that 0, is more efficient than 0, for estimating 0? 2
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