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Xi'an
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Finding UMVUE for a function of a Bernoulli parameter

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

I know $\sum X_{i}$ is a sufficient statistic by the Factorization Theorem, but I'm having trouble proceeding from there. If I can find an unbiased function of the sufficient statistic the problem is solved by the Rao-Blackwell theorem.

wanderer
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