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Context:
I am given a Probability Density Function, and the question wants me to show that $$X_{(n)}$$ is complete.

Given pdf:

$$f(x, \theta, \phi)=\frac{1}{\theta \phi}\left(\frac{x}{\theta}\right)^{\frac{1-\phi}{\phi}}, \quad 0 \leq x \leq \theta, \quad 0<\phi<1 $$

The Density of the statistic $$T=X_{(n)}$$​ is given by
$$ f_{X_{(n)}}(x)=\frac{n}{\theta \phi}\left(\frac{x}{\theta}\right)^{n / \phi-1} \quad \text { for } 0 \leq x \leq \theta $$otherwise zero.

So for the completeness I need to satisfy following conditions:
If $$\mathrm{E}_{\theta}(g(T))=0$$ for all θ then $$\mathbf{P}_{\theta}(g(T)=0)=1$$ for all θ.

My Expectation came out to be non-zero and in terms of n,ϕ, and x.
I don't know how to move further, any help is appreciated.

Note: ϕ is to be considered known.

RobPratt
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  • Are both $\phi$ and $\theta$ parameters? Or just $\theta$? – Mick Aug 02 '20 at 15:53
  • @Mick Both are parameters for the Random Variable X's distribution. But we're trying to prove that the Statistic T is Complete for θ. So the question says "assume that ϕ is known". – Varun Gawande Aug 02 '20 at 16:01

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