Let X 1 , X 2 , . . . , X n be a...
Let be a random sample from a distribution. Find the uniformly minimum variance unbiased estimator of .
Answer & Explanation
Lets . We want to show is complete for .
It is enough to show is complete. We know and are independent and , .
We should show if
The above is a Laplace transform of , which implies , a.e.
The above is a Two-sided Laplace transform.