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Unformatted text preview: n unbiased estimator for
Now we derive the general formula for the pdf of the last order statistic as follows: Therefore we have Differentiating with respect to y at both sides leads to: Now we can derive the pdf of the last order statistic for a random sample from the given
exponential family. First, the population cdf is: Now plugging in the population pdf and cdf we have: 5 when . Now we are ready to compute the mean of the last order statistic: Now we have shown that the MLE, is NOT an unbiased estimator for θ. 6...
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- Spring '14