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Mathematics, 18.02.2020 04:35 ashleyheink3796
Suppose that W1 is a random variable with mean μ and variance σ21 and W2 is a random variable with mean μ and variance σ2. From Example 5.4.3, we know that cW1 + (1 − c)W2 is an unbiased estimator of μ for any constant c > 0. If W1 and W2 are independent, for what value of c is the estimator cW1 + (1 − c)W2 most efficient?
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Suppose that W1 is a random variable with mean μ and variance σ21 and W2 is a random variable with m...
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