Mathematics · Statistical Inference

Let X 1 , X 2 , ..., X n be independent and identically distributed N(θ, σ 2 ) random variables where σ 2 is known. Let X = ∑ i=1 n X i n . Then the Minimum Variance Unbiased Estimator (MVUE) of e 2θ is given by:

Verified Solution4 OptionsUpdated: October 2026👁️1 View

Correct answer

exp(2 X - 2σ 2 n )

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Let X 1 , X 2 , ..., X n be independent and identically distributed N(&theta;, &sigma; 2 ) random variables where &sigma; 2 is known. Let X = &sum; i=1 n X i n . Then the Minimum Variance Unbiased Estimator (MVUE) of e 2&theta; is given by: