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Homework Help: Unbiased Estimator for Gamma Distribution Parameter

  1. Jun 2, 2010 #1
    1. The problem statement, all variables and given/known data

    I need to show that c / (sample mean X) is unbiased for b, for some c.

    Where {X} are iid Gamma (a,b).

    2. Relevant equations

    N.A.

    3. The attempt at a solution

    I know how to show that (sample mean X) / a is unbiased for 1/b :

    1) E(sample mean X / a) = (1/a)(1/n)(sum of E(X)) by iid
    2) Then since E(X) = a/b, sum of E(X) = an/b. And we get the result.

    But I have no idea how to evaluate E(1/ (sample mean X))! Where do I start? Thanks!!
     
  2. jcsd
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