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Thanks! Suppose X1,...,Xn N(0, theta ), where the variance theta .pdf
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Thanks! Suppose X1,...,Xn N(0, theta ), where the variance theta > 0. (a) Find the CRLB for the variance of an unbiased estimator of theta . (b) Show that = (1 /n) is the MVUE of theta . Solution http://www.ece.uic.edu/~devroye/courses/ECE531/lectures/b1c2+3.pdf.
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Thanks! Suppose X1,...,Xn N(0, theta ), where the variance theta .pdf
- Thanks! Suppose X1,...,Xn N(0, theta ), where the variance theta > 0. (a) Find the CRLB for the variance of an unbiased estimator of theta . (b) Show that = (1 /n) is the MVUE of theta . Solution http://www.ece.uic.edu/~devroye/courses/ECE531/lectures/b1c2+3.pdf
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