Results 1 to 2 of 2

Math Help - Rao-Blackwellization..

  1. #1
    Newbie
    Joined
    Mar 2010
    Posts
    2

    Question Rao-Blackwellization..

    Any help is much appreciated..

    Show that the estimator X(y) is asymptotically efficient?

    X(y)=((n-1)/n)^ Sum(Xi)


    sum is from i=1 to n
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Moo
    Moo is offline
    A Cute Angle Moo's Avatar
    Joined
    Mar 2008
    From
    P(I'm here)=1/3, P(I'm there)=t+1/3
    Posts
    5,618
    Thanks
    6
    Are the Xi's following Poisson distributions ?

    You have to prove that while n goes to infinity, the variance of X(y) attains the Cramer-Rao bound. I don't know if there's an easier way...

    you could prove that X(y) is the UMVUE for a Poisson distribution and hence is efficient, but it depends on what you're starting from...

    Try to do it !
    Follow Math Help Forum on Facebook and Google+

Search Tags


/mathhelpforum @mathhelpforum