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  1. mathematics
  2. statistics
  3. let x ∼pois(µ). (a) find an unbiased estim

Let X ∼Pois(µ). (a) Find an unbiased estimator of µ. Hint: recall that E(X) = µ. (b) What...

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Statistics

Let X ∼Pois(µ).

(a) Find an unbiased estimator of µ. Hint: recall that E(X) =µ.

(b) What is the standard deviation of your estimator? Alsorecall that σ2X = µ for Poisson r.v.’s.

Answer & Explanation Solved by verified expert
3.7 Ratings (651 Votes)
Recall that if Xi is a normallydistributed random variable with mean and variance2 thenEXi andVarXi 2 ThereforeEXE1ni1nXi1ni1nEXi1ni11nnThe first equality holds because weve merely replacedXbar with its definition Again the second    See Answer
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