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Suppose X1,... Xn are i.i.d. samples from a geometric distribution with ?f(x|θ)=θ(1-θ)?x??? for x=0,1,2... and ?0≤θ≤1?. Set ?η=1/θ? . Does the MLE of ?η? attains the Cramer-Rao lower bound?
Statistics and Probability, Statistics
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