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Math Help - Cramer Rao problem

  1. #1
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    Cramer Rao problem

    Cramer Rao problem-2009-11-06-05.47.22.png

    i found:

     E(\widetilde{\theta})=\theta+\frac{1}{n} \ \ \ \ \ var(\widetilde{\theta})=\frac{1}{n^{2}}

    so i guess we need n goes to infinity to make theta an unbiased estimator.

    what about the last two questions
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  2. #2
    MHF Contributor matheagle's Avatar
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    What is this  \widetilde{\theta}?

    The MLE of  \theta is the smallest order statistic.
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  3. #3
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    rep

     \widetilde{\theta} is MLE of theta
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  4. #4
    MHF Contributor matheagle's Avatar
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    and what is the MLE here?

    It's the smallest order stat.
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  5. #5
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    wt

    wat is that? i never heard of it
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  6. #6
    MHF Contributor matheagle's Avatar
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    If this problem was assigned, then your teacher should have covered order stats. This is just the minimum of the data in this case.

    Order statistic - Wikipedia, the free encyclopedia
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  7. #7
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    yea

    yeah. i know the MLE. but wat about the last two questions?
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  8. #8
    MHF Contributor matheagle's Avatar
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    nevermind
    Last edited by matheagle; November 6th 2009 at 12:36 PM.
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  9. #9
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    know

    i know it. but i dont know it is called that.
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