Calculate the estimator $T' = E(T|S)$

Asked Nov 28 '21 at 20:55

Active Nov 29 '21 at 07:52

Viewed 52 times

As part from my H.W I got the following question and I just can not do anything, I have no idea where to start. can anyone help me?

The maximum $S = max X_i$ is sufficient statistic for the uniform distribution $U[0,\theta]$.

The estimator $T = 2X_i$ is unbiased for $\theta$.

I asked to calculate the estimator: $T' = E(T|S)$ of Rao–Blackwell theorem and compare the Variances

edited Nov 29 '21 at 07:52

asked Nov 28 '21 at 20:55

Amit

What is your specific problem with these questions? – StubbornAtom Nov 29 '21 at 08:07
To find the conditional expectation – Amit Nov 29 '21 at 08:11
Search the site. https://math.stackexchange.com/q/261530/321264, https://math.stackexchange.com/q/1007744/321264 and countless more threads discussing this. – StubbornAtom Nov 29 '21 at 08:22

0 Answers0