Consider the situation described in Exercise 8.6. How
Chapter 8, Problem 7E(choose chapter or problem)
Consider the situation described in Exercise 8.6. How should the constant a be chosen to minimize the variance of \(\hat{\theta}_{3}\) if \(\hat{\theta_{1}} \text { and } \hat{\theta_{2}}\) are not independent but are such that Cov \(\left(\widehat{\theta_{1}} \text { and } \widehat{\theta_{2}}\right)=c \neq 0\)
Equation Transcription:
Text Transcription:
\hat\theta_3
\hat\theta_1 \and \hat\theta_2
(\widehat\theta_1 \and \widehat\theta_2\right)=c \neq 0
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