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Q154Section III (Statistics)154 of 190

The ARE of the zero-frequency estimator is λ/(eλ−1)\lambda/(e^\lambda-1), not a listed option

Let X1,X2,…,XnX_1,X_2,\dots,X_n be independent Poisson(λ)(\lambda) random variables and T1=1n∑i=1nI(Xi=0)T_1=\frac1n\sum_{i=1}^nI(X_i=0), T2=e−XˉT_2=e^{-\bar X}. Then, the asymptotic relative efficiency ARE(T1,T2)\mathrm{ARE}(T_1,T_2) is:

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