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Lecture 12 -- Another way to find the Best Estimator
www.ams.sunysb.eduLecture 12 -- Another way to find the Best Estimator 1. (Regular) Exponential Family ... estimator is also a best estimator argument) as follows: The population pdf is: ( ) √ ( ) √ ( ) So it is a regular exponential family, where the red part is ( ) and the green part is ( ). ...