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Discussion :: GATE Mathematics

  1. Let X1, X2, ..., Xn be an i.i.d. random sample from exponential distribution with mean μ. In other words, they have density

    Consider the problem of estimating μ. The m.s.e (mean square error) of the estimate
    T(X) = (X1 + X2 + ...+ Xn)/(n+1) 
    is
    2. A.
    μ2
    B.
    1/(n+1) μ2
    C.
    1/(n+1)2 μ2
    D.
    n2/(n+1)2 μ2

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    Workspace

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    Answer : Option B

    Explanation :

    -NA-

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