- Thread starter egpivo
- Start date

hard one.....

I suppose you can't assume that v is known...

I would start by finding a sufficient and complete statistic for \( \theta \) , but I haven't got a clue right now what it is. Do you ?

I suppose you can't assume that v is known...

I would start by finding a sufficient and complete statistic for \( \theta \) , but I haven't got a clue right now what it is. Do you ?

Is this the case?

are umvue.

there is some theories out there that describe umvue estimation in

exponential family, which includes T distribution as I recall.

http://books.google.com/books?id=8E...eW3S6uAIIT6zASJ2shN&cd=1#v=onepage&q=&f=false

pg 32 or there abouts

Best book ever on linear models.

My money is on X_bar is umvue for u.

:shakehead:yup:

No, I know for normal distribution X_bar and var_hat = stdev^2

are umvue.

there is some theories out there that describe umvue estimation in

exponential family, which includes T distribution as I recall.

http://books.google.com/books?id=8E...eW3S6uAIIT6zASJ2shN&cd=1#v=onepage&q=&f=false

pg 32 or there abouts

Best book ever on linear models.

My money is on X_bar is umvue for u.

:shakehead:yup:

are umvue.

there is some theories out there that describe umvue estimation in

exponential family, which includes T distribution as I recall.

http://books.google.com/books?id=8E...eW3S6uAIIT6zASJ2shN&cd=1#v=onepage&q=&f=false

pg 32 or there abouts

Best book ever on linear models.

My money is on X_bar is umvue for u.

:shakehead:yup:

t distribution is one of exponential family, isn't it? Since Cauchy distribution is absolutely not in exponential family, I'm not sure if it is correct!

(...) Letting c o = v/(u + 1), cl = 1/(u + 1) and observing that A = N, it is seen that the family of *Student's* tu-distributions is not an *exponential family*