abeliando
- 7
- 0
Sufficient Statistics Homework Statement and Solution
- Thread starter abeliando
- Start date
-
- Tags
- Statistics
Join the discussion
Ask a follow-up here, or get your own question answered by working scientists, mathematicians and engineers — people, not an autocomplete.
Real named experts · corrections over time · the nuance an AI answer skips
2 replies · 2K views
hikaru1221
- 798
- 0
I think you're into too much math. The I(.) function, if I get its meaning correctly, is nothing but to indicate that it is impossible to sample [itex]x\leq\mu[/itex]. With frequentists' approach, this means a lot: you can safely ignore the bunch of I(.)'s and consider only those samples greater than [itex]\mu[/itex]. This should solve the problem 
- 10,704
- 1,723
abeliando said:
Ignoring the fancy notation, what you have for given, fixed μ is that Y = X-μ is exponentially distributed with unknown mean, and you are trying to estimate that mean. You are being asked to show some property of the "usual" estimate.