what is gf?
what does * mean?
sum xi?
X1,...Xn ~ Gamma(lambda,theta)
lambda = shape parameter
theta = scale parameter
we assume that a<lambda*n
I need to prove that:
T=[(gf(n*lambda))/(gf(n*lambda-a))]*[sum(xi)]^-a
is an unbiased estimator of the function T(theta) = theta^a
I have no clue how to start it, any clue will be appreciated. I can type it again as a picture if you fail to understand the question.
thanks