Suppose that E(1) = E(2) = , V( 1) = 2 1 , and V(2) = 2 2 . Consider the estimator 3 = a
Chapter 8, Problem 8.6(choose chapter or problem)
Suppose that E(1) = E(2) = , V( 1) = 2 1 , and V(2) = 2 2 . Consider the estimator 3 = a 1 + (1 a) 2. a Show that 3 is an unbiased estimator for . b If 1 and 2 are independent, how should the constant a be chosen in order to minimize the variance of 3?
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