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Find an Unbiased Estimator Smallest Possible Variance Problem Set

Find an Unbiased Estimator Smallest Possible Variance Problem Set.

Question Description

Suppose thatX1,…,XniidPoisson(λ)for someλ >0. Find an unbiased estimator forλwith the smallestpossible variance, and explain how you know it to have the smallest possible variance.

Find an Unbiased Estimator Smallest Possible Variance Problem Set

Solution:

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