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Let X¯ be the sample mean of a random sample X1, . . . , Xn...

Let X¯ be the sample mean of a random sample X1, . . . , Xn from the exponential distribution, Exp(θ), with density function f(x) = (1/θ) exp{−x/θ}, x > 0. Show that X¯ is an unbiased point estimator of θ.

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