(4) Let Yi, . .. ,y, be Ņ(θ, 1). Let θ,-yn and θ2-7. (a) What are...
(4) Let y, , , be N(, i). Let θ,-y, and 02 = 7. (a) What are the possible values of the θ. (b) Find the bias and MSE of both the estimators. (c) Is one of the estimators better than the other? (d) For what values of θ is better than 02?
QUESTION 6 Let Y., Y. , Yn denote a random sample of size n from a population whose density is given by , Yn) and θ2 = Ỹ. Two estimators for θ are θ,-nY(1) where Y(1)-min (h, ½, (a) Show that θ1 and θ2 are both unbiased estimators of θ (b) Find the efficiency ofa relative to θ2.
QUESTION 6 Let Y., Y. , Yn denote a random sample of size n from a population whose density is given by , Yn) and θ2 = Ỹ. Two estimators for θ are θ,-nY(1) where Y(1)-min (h, ½, (a) Show that θ1 and θ2 are both unbiased estimators of θ (b) Find the efficiency ofa relative to θ2.
4. Let Yi, ½, . . . , Yn be a random sample from some pdf/pmf f(y; θ)·Let W be a point estimator h(y, Y2, . . . , Yn) for θ. The bias of W as a point estimator for θ is defined as W Blase(W) = E(W)- The mean square error of W is defined as MSEe(W) = E(W-0)2 (a) Using properties of expected values, and the definition of variance from PSTAT 120A/B, show that MSEe(W) = Vare(W)...
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Question 1:
6. In Problem 1, show that θ2 is a consistent estimator for θ. Deduce that Y(n) is a consistent estimator for θ and also asyınpt○tically unbiased estimator for θ. 1. Let Yi, ½, . . . ,y, denote a random sample from an uniform distribution on the interval (0,0). We have seen that (1) and 62 Ym are unbiased estimators for 0. Find the efficiency of 6 relative...
3. Consider a random sample Yı, ,Yn from a Uniform[0, θ]. In class we discussed the method of ,y,). We moment estimator θ-2Y and the maximum likelihood estimator θ-maxx,Yo, derived the Bias and MSE for both estimators. With the intent to correct the bias of the mle θ we proposed the following new estimator -Imax where the subscript u stands for "unbiased." (a) Find the MSE of (b) Compare the MSE of θυ to the MSE of θ, the original...
1. (a) Let Yi,... , Yn be a random sample from a distribution with mean θ and finite variance σ2. Find the BLUE of θ and justify that it is, in fact, the Best Linear Unbiased Estimate. sample variance.
1. (a) Let Yi,... , Yn be a random sample from a distribution with mean θ and finite variance σ2. Find the BLUE of θ and justify that it is, in fact, the Best Linear Unbiased Estimate. sample variance.
2. Consider a random sample of size n from an exponential, X, EXPo). Define 69, x and θ,-nx /( n +1). a. What is the MSE of What is the MSE of θ2 b. what is the CRLB for the variance of unbiased estimators of θ ? Show that g is a UMVUE of θ. d.
2. Consider a random sample of size n from an exponential, X, EXPo). Define 69, x and θ,-nx /( n +1). a. What is...
. Let Yi.... Yn be a random sample from a distribution with the density function 393 fe(y) =- Is there a UMP test at level α for testing Ho : θ test? vs. Hi : θ > 6? If so, what is the
. Let Yi.... Yn be a random sample from a distribution with the density function 393 fe(y) =- Is there a UMP test at level α for testing Ho : θ test? vs. Hi : θ >...
4. Let Yi, . .. ,y, denote a random sample from the pdf 0-1 0Ky1, elsewhere. y"(1- y)0-1 0, (a) Find the method of moments estimator of θ. (b) Find a sufficient statistics for θ
4. Let Yi, . .. ,y, denote a random sample from the pdf 0-1 0Ky1, elsewhere. y"(1- y)0-1 0, (a) Find the method of moments estimator of θ. (b) Find a sufficient statistics for θ