Results 1 to 2 of 2

Math Help - Calculating minimum variance unbiased estimator (MVUE)

  1. #1
    Newbie
    Joined
    Mar 2010
    Posts
    17

    Calculating minimum variance unbiased estimator (MVUE)

    Let Y1,...,Yn be a random sample from pdf:

    f(y|θ)= θy^(θ-1) , 0<y<1, θ>0
    and 0 elsewhere

    Given that ∑ -ln(Yi) is sufficient for θ,
    a) What is the MVUE for θ?
    b) Show that E(1/(2θ∑Wi)) = 1/(2(n-1)) , where Wi = -ln(Yi)
    Follow Math Help Forum on Facebook and Google+

  2. #2
    MHF Contributor matheagle's Avatar
    Joined
    Feb 2009
    Posts
    2,763
    Thanks
    5
    first obtain the density of wi=-ln yi
    then the sum of iid copies of this should be easy
    you need not integrate at all if you realize what the distribution is.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Replies: 3
    Last Post: April 1st 2011, 12:17 AM
  2. Finding minimum variance unbiased estimator (MVUE)
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: March 30th 2010, 06:49 PM
  3. variance unbiased estimator
    Posted in the Advanced Statistics Forum
    Replies: 3
    Last Post: February 19th 2010, 03:09 PM
  4. Variance of Unbiased Estimator
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: February 16th 2010, 09:59 PM
  5. Minimum Variance Unbiased Estimator
    Posted in the Advanced Statistics Forum
    Replies: 6
    Last Post: August 24th 2009, 07:38 AM

Search Tags


/mathhelpforum @mathhelpforum