# Umvue

• Feb 25th 2010, 05:31 AM
chialin4
Umvue
find the UMVUE (Uniform Minimum Variance of Unbaised Estimation) of the iid random variables of uniform distribution
$\displaystyle U(\theta-1,\theta+1)$ where $\displaystyle -\infty <\theta<\infty$
• Feb 25th 2010, 07:32 AM
matheagle
I hope those are infinities and not 0's
Put a 7 behind those and you can be a secret agent.
Use the factorization theorem to obtain the suff stats.
• Feb 25th 2010, 08:00 AM
chialin4
Quote:

Originally Posted by matheagle
I hope those are infinities and not 0's
Put a 7 behind those and you can be a secret agent.
Use the factorization theorem to obtain the suff stats.

it is not 0 ,it is "infinities"
the parameter belongs to R(real number)
so can u help me?
• Feb 25th 2010, 08:20 AM
matheagle
Quote:

Originally Posted by chialin4
it is not 0 ,it is "infinities"
the parameter belongs to R(real number)
so can u help me?

as I said...........Use the factorization theorem to obtain the suff stats.
and infinity is \infty
• Feb 25th 2010, 09:01 PM
chialin4
Quote:

Originally Posted by matheagle
as I said...........Use the factorization theorem to obtain the suff stats.
and infinity is \infty

$\displaystyle X_{(1)}$ and $\displaystyle X_{(n)}$ is suff for $\displaystyle \theta$
so what's the UMVUE?(Lipssealed)