But Xi are iid so:
integrate then choose the value of k such that
Hi, I don't know how to solve this past exam question, and I can't find any course material that helps whatsoever
Suppose that a random variable X has the probability density function
Consider a random sample from this distribution and let
Find so that is an unbiased estimator of
p.s. the sum is i=1 to n, i don't know how to latex that
thanks, although just one question, why do you multiply the integral part by ? I thought the estimator was found by just , and was found by ?
edit- don't worry, just realised i am being blind and it is infact a
Thanks a lot!
I ended up with meaning i got ...damn,
After integrating i got
so either I can't substitute properly or I integrated wrong? Also, we are only issued the New Cambridge Statistical Tables by Lindley and Scott so we aren't supposed to rely on remembering the distributions.
edit- OMG I think my brain has partially melted, I've been differentiating to just , i feel so stupid right now :P