TITLE: Uniform distribution with probability density function. Find the value of $k$.
QUESTION [7 upvotes]: For a random sample $X_1,X_2,...X_n$ from a uniform $[0,\Theta]$ distribution, with probability density function 
$$f(x;\Theta) = \left\{ \begin{array} \ \frac{1}{\Theta} & 0\le x \le\Theta,\\ 0 & \text{otherwise}.\end{array}\right.$$
What is the value of $k$ such that $\hat{\Theta}=k\bar{X}$ is an unbiased estimator of $\Theta$?
I've done some questions similar to this but I'm not sure how to go about this one. I have a test in 3 hours so help is really appreciated!

REPLY [10 votes]: $\overline{X}= \frac1n\sum X_i$  $\mathrm{E}(X_i)=\theta/2 =\mathrm{E}(\overline{X})$. So $\theta =\mathrm{E}(2\overline{X})$. Hence $k=2$. Joriki gave the correct answer but for the OP to understand an explanation seems in order.  I hope this is in time for your test.