In: Statistics and Probability
Let X1, X2, . . . , Xn be iid following a uniform distribution over the interval (θ, 2θ) (θ > 0).
(a) Find a method of moments estimator of θ.
(b) Find the MLE of θ.
(c) Find a constant k such that E(k ˆθ) = θ.
(d) By using the Rao-Blackwell, which estimators of (a) and (b) can be improved?