NETMaths
Part BCSIR NET June 2023

Sufficiency, completeness, UMVUE, Cramér–Rao

Let X be a Poisson random variable with mean . Which of the following parametric functions is not estimable?

  1. A.
  2. B.
  3. C.
  4. D.

Solution

An unbiased estimator g(X) must satisfy ! ; the left side is times a power series in , which can never equal unbounded at and = P(X = 0) are all estimable.

Related counterexample: A sufficient statistic is complete

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From EstimationSufficiency, completeness, UMVUE, Cramér–Rao

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