Math Help Forum: Unbiased estimators

  1. #1
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    Unbiased estimators

    Let Ymin be the smallest order statistic in a random sample of size n drawn from the uniform pdf f(y; theta) = 1/theta on the interval y is greater than 0 adn less than theta. Find an unbiased estimator for theta based on Ymin.

    Okay so I started with the formula for Ymin and found out that it equals 1. The textbook also gave an unbiased estimator for theta that was equal to : (2/n) times the summation of Yi from i runs 1 to n.

    This is where I get lost. How do I relate the single Ymin value to the given unbiased estimator for theta. Any tips for starting out would be great.

    Thanks alot
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  3. #2
    MHF Contributor matheagle's Avatar
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    I have no idea what "Ymin and found out that it equals 1" means
    Why don't you write down what you found for the density of the smallest order stat.
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