In: Statistics and Probability
6. Let X1; : : : ;Xn be i.i.d. samples from Uniform(0;theta
).
(a) Find cn such that Theta1 = cn min(X1; : : : ;Xn) is an unbiased
estimator of theta
(b) It is easy to show that theta2 = 2(X-bar) is also an unbiased
estimator of theta(you do not need to
show this). Compare theta1 and theta2. Which is a better estimator
of theta? Specify your criteria.