What is the approximating distribution

Reference no: EM13993282

Let X1 , Xi , . . . , X" be a random sample from a gamma distribution with a = 2 and P = 1/6, 0 <>6 oo.

(a) Find the m.l.e., 11, of 6. Is 11 unbiased?

(b) What is the approximating distribution of 11?

(c) If the prior distribution of the parameter is exponential with mean 2, determine the Bayes' estimator associated with a square-error loss function.

Reference no: EM13993282

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