Purchase Solution

Rao- Blackwell Theorem

Not what you're looking for?

Ask Custom Question

You are given that Y has the Γ(n, θ) distribution, and hence E[Y] = n/θ and var(Y) = n/θ2. Find optimal estimators of n/θ and n/θ2. State the type of optimality.

Purchase this Solution

Solution Summary

The Rao- Blackwell theorem enables us to obtain MVU estimator through sufficient statistic. The solution contains an application of Rao-Blackwell theorem using a Gamma density.

Solution Preview

Please see the attached file.

Rao- Blackwell theorem
If is a sufficient statistic for and is unbiased for , then there is a function of namely which is unbiased for and has variance lesser than that of .
Thus the Rao- Blackwell theorem enables us to ...

Purchase this Solution


Free BrainMass Quizzes
Measures of Central Tendency

This quiz evaluates the students understanding of the measures of central tendency seen in statistics. This quiz is specifically designed to incorporate the measures of central tendency as they relate to psychological research.

Terms and Definitions for Statistics

This quiz covers basic terms and definitions of statistics.

Know Your Statistical Concepts

Each question is a choice-summary multiple choice question that presents you with a statistical concept and then 4 numbered statements. You must decide which (if any) of the numbered statements is/are true as they relate to the statistical concept.

Measures of Central Tendency

Tests knowledge of the three main measures of central tendency, including some simple calculation questions.