Question

For the nonparametric estimator (4.1.12) of a pdf, (a) Obtain its mean and determine the bias of the estimator. (b) Obtain its variance.

Would you please solve the problem in details?

0 0
Add a comment Improve this question Transcribed image text
Know the answer?
Add Answer to:
Would you please solve the problem in details? For the nonparametric estimator (4.1.12) of a pdf,...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • 10.2 For the sample in problem 10.1, consider another estimator of u (call it ê) that...

    10.2 For the sample in problem 10.1, consider another estimator of u (call it ê) that is defined as follows: ( 10.1 Suppose that we have a simple random sample of size 3 from a population with mean w. Our estimator of u is ê, defined as follows: When sampling from a nonnormal population, there may be unbiased es- timators of u that are more efficient than X. These estimators, however, would be nonlinear functions of the Xi's; that is,...

  • If X, X2,..., Xn constitute a random sample from the population with pdf ffx) 0 elsewhere...

    If X, X2,..., Xn constitute a random sample from the population with pdf ffx) 0 elsewhere a) ind the E(X) and hence show that X is a biased estimator of 0. What is the bias? b)What estimator based on X would be an unbiased estimator of 0? Why? nen( y1-0) y, > c Given g(y,)- show that Yı= min ( X1, X2, Х. ) is a consistent 0 otherwise estimator of the parameter 0 d) Obtain the mean of Y,....

  • Please help! I want to learn! :( 1. Suppose you have a sample {x,...). If you...

    Please help! I want to learn! :( 1. Suppose you have a sample {x,...). If you were to use the population variance of this sample as an estimator for the true population variance, what would its bias be? Suppose you take three independent continuous uniform (0,1) random variables, and then take their minimum. What is the mean of this random variable? 2. 3. Suppose you take three independent continuous uniform (0,1) random variables, and then take their maximum. What is...

  • 4. Let Yi, ½, . . . , Yn be a random sample from some pdf/pmf...

    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)...

  • Hello, can you please solve this problem? Thank you! 3.7 Find the mean and variance of...

    Hello, can you please solve this problem? Thank you! 3.7 Find the mean and variance of the random variable x for the following cases: (a) x is a uniformly distributed random variable, whose pdf is 2 (P3.3) otherwise Also consider the special case when a =-b. (b) x is a Rayleigh distributed random variable, whose pdf is 'x > 0 (P3.4) 0 otherwise (c) x is a Laplacian distributed random variable, whose pdf is (P3.5) 2 (d) y is a...

  • Question 2 (10 points) You are given the following model y-put ei. Consider two alternative estimators of β, b2xvix? and b = Zy/X 1. Which estimator would you choose and why if the model satisfies al...

    Question 2 (10 points) You are given the following model y-put ei. Consider two alternative estimators of β, b2xvix? and b = Zy/X 1. Which estimator would you choose and why if the model satisfies all the assumptions of classical regression? Prove your results. (4 points) 2. Now suppose that var(y)-hxi, where h is a positive constant (a) Obtain the correct variance of the OLS estimator. (2 points) (b) Show that the BLU estimator is now 6. Derive its variance....

  • 2. (a) Define the bias of ˆ θ as an estimator for the parameter θ. [2...

    2. (a) Define the bias of ˆ θ as an estimator for the parameter θ. [2 marks] (b) For independent random variables X1,X2,...,Xn, assume that E(Xi) = µ and var(Xi) = σ2, i = 1,...,n. (i) Show that ˆ µ1 = {(X1+Xn)/2}is an unbiased estimator for µ and determine its variance. [3 marks] (ii) Find the relative efficiency of ˆ µ1 to the unbiased estimator ˆ µ2 = X, the sample mean. [2 marks] (iii) Is ˆ µ1 a consistent...

  • Hello, would you solve this problem with details of your work. the answer for this question...

    Hello, would you solve this problem with details of your work. the answer for this question is in the book solution for Vector mechanical engineering, but i would lilke to see more detalis of the work.Thanks 11.93 The damped motion of a vibrating particle is defined by the position vector r x1 [1-1 (1+ 1)]i-ole-rt 2 cos 2ztj, where t is expressed in seconds. For x1-30 mm and y1 20 mm, determine the position, the velocity, and the acceleration of...

  • Can you solve Question 4.1.3 with details? This is from Advanced Statistics. 236 Some Statistical Inferences...

    Can you solve Question 4.1.3 with details? This is from Advanced Statistics. 236 Some Statistical Inferences the histogram. Use the R function dganna(X, 8hape. 1,scale-のto evaluate the plf. (c) Obtain the sample median of the data, which is an estimate of the median lifetime of a motor. What parameter is it estimating Le., determine the nedian of x)? (d) Based oa the mle, what is another estimate of the median of X? .1.2. Here are the weights of 26 professional...

  • Please give detailed steps. Thank you. 5. Let {X1, X2,..., Xn) denote a random sample of...

    Please give detailed steps. Thank you. 5. Let {X1, X2,..., Xn) denote a random sample of size N from a population d escribed by a random variable X. Let's denote the population mean of X by E(X) - u and its variance by Consider the following four estimators of the population mean μ : 3 (this is an example of an average using only part of the sample the last 3 observations) (this is an example of a weighted average)...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT