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Math Help - Umvue

  1. #1
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    Umvue

    how to find the UMVUE estimator of \theta?
    { {X_i} i=1,2,3,...,n}, i.i.d from U(\theta-1,\theta<br />
+1)
    and the minimum sufficient statistics for \theta is X_(1),X_(n)?
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  2. #2
    Moo
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    Hello,

    We studied in class the estimators \delta_\alpha=\alpha X_{(1)}+(1-\alpha)X_{(n)} and concluded that \delta_{1/2} is the UMVUE among the \delta_{\alpha}.

    But if I remember what the teacher said, it's a pain to find the UMVUE among all the unbiased estimators...

    Hope this helps
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