Random sample from uniform distribution


Let Y1, Y2, ... Yn denote a random sample from uniform distribution on the interval (0, theta).

let YBAR = sample mean, MAX = sample maximum

Consider:

estimator1 = 2(YBAR)

estimator2 = ([n+1]/n)MAX

Show that both estimators are unbiased estimators of theta.

Find the efficiency of estimator1 relative to estimator2.

Which estimator is preferable? Explain.

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Basic Statistics: Random sample from uniform distribution
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