Let x1 xn be iid with the lebesgue pdf x-1i01x where 0


Let X1, ..., Xn be i.i.d. with the Lebesgue p.d.f. θxθ-1I(0,1)(x), where θ > 0 is unknown.

(a) Construct a confidence interval for θ with confidence coefficient 1 - α, using a sufficient statistic.

(b) Discuss whether the confidence interval obtained in (a) has the shortest length within a class of confidence intervals.

(c) Discuss whether the confidence interval obtained in (a) is UMAU.

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Basic Statistics: Let x1 xn be iid with the lebesgue pdf x-1i01x where 0
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