Suppose that
Y1, Y2, Y3
denote a random sample from an exponential distribution with density function
f(y) =
1????
e−y/????, 0 < y,0, elsewhere.
We determined that
1 = Y1,
2 =
(Y1 + Y2)2
,
3 =
(Y1 + 2Y2)3
,
and
5 = Y
are all unbiased estimators for ????. Find the efficiency of
1
relative to
5,
of
2
relative to
5,
and of
3
relative to
5.