Probability & Stats: Finding a unique MVUE?

fireb
Messages
11
Reaction score
0

Homework Statement


Consider X(1)...X(n) IID X~ Poisson(lambda=lnQ), x=0,1,2..., Q >1

Find the Unique MVUE for lnQ?


Homework Equations





The Attempt at a Solution



i let T=sum(x), which is sufficient
and lnQ*=sum(x)/n be an unbiased estimator for lnQ

Not really sure how to show T is complete statistic and use it to find UMVE.

Any help will be appreciated

Thanks in advance
 
Physics news on Phys.org
can you show it is U & efficient, then look at the cramer lower bound to show it is MV

or something along those lines... don't have a text handy
 
There are two things I don't understand about this problem. First, when finding the nth root of a number, there should in theory be n solutions. However, the formula produces n+1 roots. Here is how. The first root is simply ##\left(r\right)^{\left(\frac{1}{n}\right)}##. Then you multiply this first root by n additional expressions given by the formula, as you go through k=0,1,...n-1. So you end up with n+1 roots, which cannot be correct. Let me illustrate what I mean. For this...
Back
Top