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Math Help - Unbiased Estimator

  1. #1
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    Unbiased Estimator

     f(x|\theta) = \left(\begin{array}{c}x-1\\m-1\end{array}\right)\theta^m(1-\theta)^{x-m} x = m, m+1, etc... and m>=2

    I find the mle of \theta = \frac{m}{x}, so good so far...

    The next part is to find a constant a s.t.

    \tilda{\theta(X)} \equiv \frac{a}{X-1} is an unbiased estimator of \theta

    I could just plug in the mle estimator to a and use that, but that doesn't feel correct.

    Thanks!
    Last edited by reflex; April 30th 2011 at 12:16 PM.
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