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Say, [tex]x_1{}[/tex]... [tex]x_n_+_1{}[/tex] are iid Bernoulli random variables with parameter p.
I want an unbiased estimator for probability Pr([tex]\Sigma_{}[/tex] [tex]x_1_._._._n{}[/tex] > [tex]x_n_+_1{}[/tex] )
I have failed to establish E(1 - [tex]\Pi[/tex] [tex]x_i{}[/tex]) is unbiased estimator for the probability.
Any hints? thanks.
I want an unbiased estimator for probability Pr([tex]\Sigma_{}[/tex] [tex]x_1_._._._n{}[/tex] > [tex]x_n_+_1{}[/tex] )
I have failed to establish E(1 - [tex]\Pi[/tex] [tex]x_i{}[/tex]) is unbiased estimator for the probability.
Any hints? thanks.
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