Then use LaGrange since you want to minimize given .
This seems to be 2/3 and 1/3. I initially thought this would be 1 and 0.
Let Y1 and Y2 be two indepent unbiased estimators of . Assume that the variance of Y1 is twice the variance of Y2. Find the constants k1 and k2 so that k1Y1+k2Y2 is an unbiased estimator with smallest possible variance for such a linear combination.
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So Var I have
(Y1)=2Var(Y2), E(Y1)=E(Y2)=
E[(k1Y1+k2Y2)]= --> k1+k2= --> k1+k2=1
I dont know what to do next.
Can anyone help?
Thanks.