# Math Help - unbiased estimators

1. ## unbiased estimators

suppose that a random variable X has a geometric distribution (pq^x) for which the parameter p is unknown (0<p<1). Find a statistic that will be an unbiased estimator of 1/p

Any help on this would be greatly appreciated, thank you so much

2. Do you have a sample or just one observation?
You do realize E(X)=1/p depending on how you define your distribution
http://en.wikipedia.org/wiki/Geometric_distribution
So, in that setting X+1 is the answer

3. Is there a way to prove X+1 is an unbiased estimator of 1/p? We usually write out proofs which I have not gotten the hang of yet

4. IF you are using $P(X=x)=pq^x$ for x=0,1,2,3...

Then E(X)=(1/p)-1, do you need a proof of that?

THEN E(X+1)=E(X)+1=(1/p)-1+1=1/p.

5. OR for $P(X=x)=pq^{x-1}$ for x=1,2,3...

then E(X)=1/p. IN that case X is the answer
But do you have a sample X_1, X_2,....? or just one X?

6. i think it is a sample

7. Then use $\bar X+1$