As shown in class, the max likelyhood for lamda extimate is 1/x1, where x1 is the known sample.

In order for the estimator to be unbiased, E[lamda estimate] = lamda.

E[lamda estimate] = E[1/(x1)] = 1/E(x1)

Now the E(x1) would equal the expected value of the generic exponential value, which we know to be 1/lamda.

So, now it can be determined whether or not the estimator is unbiased.

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Correspondence Chess Grandmaster and Purdue Alumni

Prof. Dan Fleetwood