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Q16Section I (Objective (Q1–Q80))16 of 80

Linear combinations of an MVUE are not MVUE

Let T0T_0 be an MVU estimator of γ(θ)\gamma(\theta) and T1T_1 an unbiased estimator with efficiency eθ<1e_\theta<1. Which of the following statements is/are correct?

I. The unbiased linear combination of T0T_0 and T1T_1, i.e., U=a0T0+a1T1U=a_0T_0+a_1T_1; a1≠0a_1\ne0, a0+a1=1a_0+a_1=1 is MVU.

II. The unbiased linear combination of T0T_0 and T1T_1, i.e., V=a0T0−a1T1V=a_0T_0-a_1T_1; a1≠0a_1\ne0, a0−a1=1a_0-a_1=1 is MVU.

Options

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