The GATE Grind

GATE 2020 ST – Question 20

Estimation · Sufficiency and Completeness · 1 mark · Multiple choice

X₁,…,Xn are iid N(θ,2θ²), n≥2 and θ>0. Which statement is TRUE?

  1. $(\sum X_i)^2/[n(n+2)]$ is the unique unbiased estimator of θ² based on a minimal sufficient statistic.
  2. $\sum X_i^2/(3n+1)$ is unbiased for θ².
  3. Infinitely many unbiased estimators of θ² are functions of a minimal sufficient statistic.
  4. No unbiased estimator of θ(θ+1) is a function of a minimal sufficient statistic.

Practise this question in The GATE Grind →

Show answer and explanation

Correct answer: (C) Infinitely many unbiased estimators of θ² are functions of a minimal sufficient statistic.

Explanation

A minimal sufficient statistic is(ΣXi,ΣXi²). Both U=(ΣXi)²/[n(n+2)] and V=ΣXi²/(3n) are unbiased forθ², since E(ΣXi)²=n(n+2)θ² and EΣXi²=3nθ². They are distinct for n≥2, so every fixed linear combination aU+(1−a)V supplies an unbiased estimator. Therefore C; adding the unbiased sample mean to V also estimatesθ²+θ.

More Sufficiency and Completeness questions

All Sufficiency and Completeness questions →