Thread: 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!

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.