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

Results 1 to 2 of 2

- Mar 9th 2010, 04:54 PM #1

- Joined
- Mar 2010
- Posts
- 2

- Mar 11th 2010, 12:57 PM #2
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 !