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Q96Section III (Statistics)96 of 145

T=∑log⁡(1+Xi)∼T=\sum\log(1+X_i)\sim Gamma(n,λ)(n,\lambda), and E[(n−1)/T]=λE[(n-1)/T]=\lambda

Let X1,…,XnX_1,\dots,X_n be iid with pdf f(x∣λ)=λ(1+x)λ+1f(x\mid\lambda)=\frac\lambda{(1+x)^{\lambda+1}}, x>0x>0. With T=∑log⁡(1+Xi)T=\sum\log(1+X_i), the UMVUE of λ\lambda is:

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