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Suppose that Y₁, Y2,..., Ym is a random sample of size m from Gamma(a = 3,ß = 0), where 0 is not known. Check whether or not the maximum likelihood estimator ê is a minimum variance unbiased estimator of the parameter 8.

Suppose that Y₁, Y2,..., Ym is a random sample of size m from Gamma(a = 3,ß = 0), where 0 is not known. Check whether or not the maximum likelihood estimator ê is a minimum variance unbiased estimator of the parameter 8.

Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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Suppose that Y₁, Y2, ..., Ym is a random sample of size m from Gamma (a = 3,ß = 0), where 0 is not known. Check whether or not the maximum likelihood estimator ê is a minimum variance unbiased estimator of the parameter 0.
Transcribed Image Text:Suppose that Y₁, Y2, ..., Ym is a random sample of size m from Gamma (a = 3,ß = 0), where 0 is not known. Check whether or not the maximum likelihood estimator ê is a minimum variance unbiased estimator of the parameter 0.
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