Let Y1 , Y2 , . . . , Yn denote a random sample from the uniform distribution on the interval (θ, θ+1). Let
a. Show that both ? ̂1 and ? ̂2 are unbiased estimators of
θ.
. Suppose the Y1, Y2, · · · , Yn denote a random sample from a population with Rayleigh distribution (Weibull distribution with parameters 2, θ) with density function f(y|θ) = 2y θ e −y 2/θ, θ > 0, y > 0 Consider the estimators ˆθ1 = Y(1) = min{Y1, Y2, · · · , Yn}, and ˆθ2 = 1 n Xn i=1 Y 2 i . ii) (10 points) Determine if ˆθ1 and ˆθ2 are unbiased estimators, and in...
Let Y1, Y2, ..., Yn denote a random sample from an exponential distribution with mean θ. Find the rejection region for the likelihood ratio test of H0 : θ = 2 versus Ha : θ ≠ 2 with α = 0.09 and n = 14. Rejection region =
Suppose that Y1 , Y2 ,..., Yn denote a random sample of size n from a normal population with mean μ and variance 2 . Problem # 2: Suppose that Y , Y,,...,Y, denote a random sample of size n from a normal population with mean u and variance o . Then it can be shown that (n-1)S2 p_has a chi-square distribution with (n-1) degrees of freedom. o2 a. Show that S2 is an unbiased estimator of o. b....
Let Y1,Y2, …… Yn be a random sample from the distribution f(y) = θxθ-1 where 0 < x < 1 and 0 < θ < ∞. Show that the maximum likelihood estimator (MLE) for θ is
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.
2. [x] Suppose that Y1, Y2, Y3 denote a random sample from an exponential distribution whose pdf and cdf are given by f(y) = (1/0)e¬y/® and F(y) =1 – e-y/0, 0 > 0. It is also known that E[Y;] = 0. ', y > 0, respectively, with some unknown (a) Let X = min{Y1,Y2, Y3}. Show that X has pdf given by f(æ) = (3/0)e-3y/º. Start by thinking about 1- F(x) = Pr(min{Y1,Y2, Y3} > x) = Pr(Y1 > x,...
QUESTION 3 Let Y1, Y2, ..., Yn denote a random sample of size n from a population whose density is given by (Parcto distribution). Consider the estimator β-Yu)-min(n, Y, where β is unknown (a) Derive the bias of the estimator β. (b) Derive the mean square error of B. , Yn).
Let Y1, Y2, ..., Yn be independent random variables each having uniform distribution on the interval (0, θ) (c) Find var(Y(j) − Y(i)). Let Y İ, Y2, , Yn be independent random variables each having uniform distribu- tion on the interval (0,0) Let Y İ, Y2, , Yn be independent random variables each having uniform distribu- tion on the interval (0,0)
Let Y1, Y2, ..., Yn be independent random variables each having uniform distribution on the interval (0, θ). Find variance(Y(j) − Y(i)) Let Yİ,Y2, , Yn be independent random variables each having uniform distribu - tion on the interval (0,0) Fin ar(Y)-Yo