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GATE 2021 ST – Question 49

Estimation · Unbiased and Minimum Variance Estimation · 2 marks · Multiple choice

X₁,…,X_n are iid exponential with mean θ>0,n≥2. Let X_(1)=min X_i and T=ΣX_i. Find E(X_(1) | T).

  1. T/n²
  2. T/n
  3. (n+1)T/(2n)
  4. (n+1)²T/(4n²)

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Correct answer: (A) T/n²

Explanation

Given T,the proportions (X₁/T,…,X_n/T) are uniform on the simplex,Dirichlet(1,…,1). For their minimum U,P(U>u)=(1−nu)^(n−1),0<u<1/n. Its mean is ∫₀^(1/n)(1−nu)^(n−1)du=1/n². Multiplying by T gives **A**.

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