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Math Help - Umvue

  1. #1
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    Umvue

    find the UMVUE (Uniform Minimum Variance of Unbaised Estimation) of the iid random variables of uniform distribution
    U(\theta-1,\theta+1) where -\infty <\theta<\infty
    Last edited by chialin4; February 25th 2010 at 08:48 AM.
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  2. #2
    MHF Contributor matheagle's Avatar
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    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.
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  3. #3
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    Quote Originally Posted by matheagle View Post
    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?
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  4. #4
    MHF Contributor matheagle's Avatar
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    Quote Originally Posted by chialin4 View Post
    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
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  5. #5
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    Quote Originally Posted by matheagle View Post
    as I said...........Use the factorization theorem to obtain the suff stats.
    and infinity is \infty
    X_{(1)} and  X_{(n)} is suff for \theta
    so what's the UMVUE?
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