Let X1,· , Xn be iid with population density x > 8, fx (x) = {de- otherwise. Here d,0 are unknown population parameters. You can use the fact that has Exp(1) distribution without proof in this problem. X-8 Does the Cramer-Rao lower bound exist for any unbiased estimator d of 8? If

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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1. Let X1, , Xn be iid with population density
x > 8,
fx(x) =
otherwise.
X-8
Here 8,0 are unknown population parameters. You can use the fact that has Exp(1)
distribution without proof in this problem.
Does the Cramer-Rao lower bound exist for any unbiased estimator 8 of 8? If
yes find it. If no explain why.
Does the Cramer-Rao lower bound exist for any unbiased estimator 0 of 0? If
yes find it. If no explain why.
Transcribed Image Text:1. Let X1, , Xn be iid with population density x > 8, fx(x) = otherwise. X-8 Here 8,0 are unknown population parameters. You can use the fact that has Exp(1) distribution without proof in this problem. Does the Cramer-Rao lower bound exist for any unbiased estimator 8 of 8? If yes find it. If no explain why. Does the Cramer-Rao lower bound exist for any unbiased estimator 0 of 0? If yes find it. If no explain why.
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