Problem 204 hard

An unbiased chance of a quiet minute

Calls arrive at a switchboard; the number of calls in each minute is Poisson with an unknown rate , independently across minutes. Over 5 minutes, a total of 10 calls is observed.

The indicator “minute 1 had no calls” is an unbiased but crude estimator of , the probability of a minute with no calls. Condition it on the total number of calls (Rao-Blackwell) to get the minimum-variance unbiased estimator. What is its value here?

Answer

Fractions, decimals with at least 3 significant digits, and expressions such as sqrt(2)/2, e^-1 or pi/4.

Hints 0/2

h

Solution

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