Find the crlb for variances of unbiased estimators

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Reference no: EM131429625

Consider a random sample of size n from a Poisson distribution, Xi ~ POI(mu).

a) Find the CRLB for the variances of unbiased estimators of theta = e^(-mu).

b) Is theta(hat) an unbiased estimator of theta?

c) Is theta(hat) asymptotically unbiased?

Hint: Note that Y=SumXi~POI(n*mu), and that E(theta(tilde)) and Var(theta(tilde)) are related to the MGF of Y.

Reference no: EM131429625

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