Hi, I would appreciate your help!

Suppose there is a random variable X with a geometric distribution for which the parameter p is unknown (0 < p < 1). What is a statistic delta(X) that will be an unbiased estimator of 1/p?

Thanks!

Printable View

- February 2nd 2010, 10:35 PMnycprincessunbiased estimators
Hi, I would appreciate your help!

Suppose there is a random variable X with a geometric distribution for which the parameter p is unknown (0 < p < 1). What is a statistic delta(X) that will be an unbiased estimator of 1/p?

Thanks! - February 2nd 2010, 10:51 PMmatheagle
E(X)=1/p, hence X is unbiased for 1/p.

Do you have a sample of X's or just one observation? - February 2nd 2010, 10:54 PMnycprincess