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7.4.2 (Example 7.4.3 Continued) Suppose that we have iid Bernoulli (p) random variables X1,,Xn
where 0<p<1 is an unknown parameter with n 3. Consider the parametric function r(p)=p2(1p).
Start with the estimator T=X1X2(1X3) which is unbiased for T(p) and then derive the
RaoBlackwellized version of T. {Hint: Proceed along the lines of the Example 7.4.3.}

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742 Example 743 Continued Suppose that we have iid Ber.pdf

  • 1. 7.4.2 (Example 7.4.3 Continued) Suppose that we have iid Bernoulli (p) random variables X1,,Xn where 0<p<1 is an unknown parameter with n 3. Consider the parametric function r(p)=p2(1p). Start with the estimator T=X1X2(1X3) which is unbiased for T(p) and then derive the RaoBlackwellized version of T. {Hint: Proceed along the lines of the Example 7.4.3.}