題組內容

2. Let \( X_1, ..., X_n \) be i.i.d. random variables with probability density function \(f(x; \theta) = \theta x^{\theta-1}, 0 < x < 1, \theta > 0\). (10%)

(2) Determine whether this estimator is unbiased. Justify your answer.

(Hint: Let $S = -\sum{i=1}^n \ln(Xi) \sim \text{Gamma}(n, \theta)$, and $\operatorname{E}\left(\frac{1}{S}\right) = \frac{\theta}{n-1}$ if $n > 1$.)

詳解 (共 1 筆)

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詳解 #7617693
2026/10/22
題旨分析 本題為第 (2) 小題,承接第...
(共 2408 字,隱藏中)
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