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Math Help - Unbiased Estimate of a probability density function

  1. #1
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    Unbiased Estimate of a probability density function

    Hi there everyone, I had a statistics question, and I'm not sure how to approach or do it. Any help you can give is greatly appreciated.

    http://i.imgur.com/U4GXb.jpg

    Thanks!
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  2. #2
    MHF Contributor matheagle's Avatar
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    thats a gamma(2,theta) distribution

    SO E(X)=2theta

    Hence X/2 is unbiased for theta

    AND, by the way, we're not estimating a density, we are estimating a parameter.
    estimating a density is a bit more involved than just one parameter.
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