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(Solution) - Finish some of the details left out of the proof

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Finish some of the details left out of the proof of Theorem 7.3.20. Suppose W is an unbiased estimator of ?(?), and U is an unbiased estimator of 0. Show that if, for some ? = ?o, Cov?0(W, U) ? 0, then W cannot be the best unbiased estimator of ?(?).


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This question was answered on: Jul 11, 2017

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