6.2.9. If X₁, X2,..., Xn is a random sample from a distribution with pdf 303 f(x; 0) (x+0)4 = -{ 0

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(c) What is the asymptotic distribution of \(\sqrt{n}(\hat{\theta} - \theta)\)?

6.2.9. If \(X_1, X_2, \ldots, X_n\) is a random sample from a distribution with pdf

\[
f(x; \theta) = 
\begin{cases} 
\frac{3\theta^3}{(x+\theta)^4} & 0 < x < \infty, 0 < \theta < \infty \\
0 & \text{elsewhere}
\end{cases}
\]

Show that \(Y = 2\bar{X}\) is an unbiased estimator of \(\theta\) and determine its efficiency.
Transcribed Image Text:(c) What is the asymptotic distribution of \(\sqrt{n}(\hat{\theta} - \theta)\)? 6.2.9. If \(X_1, X_2, \ldots, X_n\) is a random sample from a distribution with pdf \[ f(x; \theta) = \begin{cases} \frac{3\theta^3}{(x+\theta)^4} & 0 < x < \infty, 0 < \theta < \infty \\ 0 & \text{elsewhere} \end{cases} \] Show that \(Y = 2\bar{X}\) is an unbiased estimator of \(\theta\) and determine its efficiency.
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