Note: This month, because the question is well-known, no Internet searching
Let X1,...,Xn be independent random variables, all distributed uniformly in [a, b] for some unknown a and b.
This month's question: find (with proof) the minimum variance unbiased estimator of the expectation of the n random variables. (Or prove it does not exist.)
Some explanations regarding the terminology:
List of solvers:Radu-Alexandru Todor (8 November 11:23)
Jan Fricke (22 November 01:47)
Bart De Vylder (24 November 19:40)
Elegant and original solutions can be submitted to the puzzlemaster at riddlesbrand.scso.com. Names of solvers will be posted on this page. Notify if you don't want your name to be mentioned.
The solution will be published at the end of the month.
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