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wanderer
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Finding UMVUE for a function of bernoulli parameter

Given i.i.d. Bernoulli( $\theta$ ) r.v.s $X_{1}, X_{2}, \ldots, X_{m},$ I'm interested in finding UMVUE of $(1-\theta)^{1/k}$, where $k$ is a positive intger. .

I know that $\sum X_{i}$ is my sufficient statistic from using the Factorization Theorem, but I'm having trouble proceeding from there.

I understand that if I can find an unbiased function of the sufficient statistic the problem is solved. That is I have to use the Rao-Blackwell theorem, but I'm not exactly sure how that follows. I would appreciate any tips!

wanderer
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  • 1
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