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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 e...
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.
please solve 6 4. Let Xi. X2. . Xnbe ap (1 I: 1 Xi ) 1/n is a consistent estimator for θ e . BAN. [Show that n(θ-X(n)) G (1, θ the estimator T0(X) = (n + 2)X(n)/(n + 1) in this class has the least MSE. an 5. In Problem 2, show that TX)Xm) is asymptotically biased for o 6.In Problem 5, consider the class of estimators T(X) cX(n), c 0. Sho 4. Let Xi. X2. . Xnbe ap...
Problem 2. (26 points) Two random variables X and Y are jointly normally distributed, with E(X)x, EY) y and co-variance Cov(X,Y) = ơXY. To estimate the population co-variance ơXY, a very simple random sample is drawn from the population. This random sample consists of n pairs of random variables {OG, Yİ), (XyW), , (x,,y,)). Based on the sample, we construct sample co-variance SXY as: Ti-1 2-1 1. (4 points) Show Σ(Xi-X) (Yi-Y) = Σ Xix-n-X-Y. 2. (4 points) Find E(Xi...