[3 pts) Let X ~ Exp(1), u = E[X] = 1/, o2 = Var[X] = 1/2...

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[3 pts) Let X ~ Exp(1), u = E[X] = 1/, o2 = Var[X] = 1/2 (a) Is Y = X2 an unbiased estimator of o2? Show why or why not. (b)

math Statistics-And-Probability

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Answer 1

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For unbiased estimator of sigma^2 , E(Y)=E(x^2)=sigma^2

X~ exp(a) u E(X) 62-val (x) = 1 pl. W6): € 644)-(+(x)= 1 - fusing formular for X y = x2 variante] ENDE E6435 var 19 24 LEM] a

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Answer 2

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[3 pts) Let X ~ Exp(1), u = E[X] = 1/, o2 = Var[X] = 1/2...

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[3 pts) Let X ~ Exp(1), u = E[X] = 1/, o2 = Var[X] = 1/2...

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