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Thread: Exponential (θ ) distribution question

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    Exponential (θ ) distribution question




    Xsub1 and Xsub2 are independent Exponential ( θ ), θ >0, random variables.

    Let S= Xsub1 +Xsub2

    Write the PDF of S stating any standard results that you use

    Find E[Xsub1 | S = s] for any given s>0

    Xsub1 is a so-called unbiased estimator of θ because E[Xsub1] = θ . Show that E[Xsub1 | S] is also an unbiased estimator of θ AND has a varience no larger than Var(Xsub1)

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    Re: Exponential (θ ) distribution question


    http://www.talkstats.com/showthread....ho-show-effort

    It looks like a quite standard book work. Please show some effort / narrow down the question.

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