1. You wish to estimate μ, the expected value of Y. You have three data points,...
S y, and that yi-μ +Ei. You can assume that Ele]-0 for all i, Ele: -σ2 for all i, and Ele#3-0 for all i j You want to estimate a sample mean, and your friend tells you to use the following estimator: uppose that vou have collected n observations on where w is a known sample weight for observation i (this means w; is non-random) (a) Find E( (b) Under what conditions, if any, is p an unbiased estimator? Under...
4. Xi ,i = 1, , n are iid N(μ, σ2). (a) Find the MLE of μ, σ2. Are these unbiased estimators of μ and of σ2 respectively? Aside: You can use your result in (b) to justify your answer for the bias part of the MLE estimator of σ2 (b) In this part you will show, despite that the sample variance is an unbiased estimator of σ2, that the sample standard deviation is is a biased estimator of σ....
6. Consider the following sample: Xi = -2, X2 = 12. X7-1.5, Xs -0.5, a. Estimate the population mean, μ, using an analogical estimator. b. Estimate the population variance. ơ2, using a biased and an unbiased estimator. c. Assuming that the random sample is drawn from a normal population with known variance, σ2-4, construct a 95% confidence interval for the population mean. d. Assuming that the random sample is drawn from a normal population with unknown variance, σ2, construct a...
x, and S1 are the sample mean and sample variance from a population with mean μ| and variance ơf. Similarly, X2 and S1 are the sample mean and sample variance from a second population with mean μ and variance σ2. Assume that these two populations are independent, and the sample sizes from each population are n,and n2, respectively. (a) Show that X1-X2 is an unbiased estimator of μ1-μ2. (b) Find the standard error of X, -X. How could you estimate...
If a null hypothesis is rejected at a significance level of 1%,
then we should say that it was rejected at 1%. Reporting that the
null was also rejected at the 5% level of significance is
unnecessary and unwise.
True
False
The p-value equals alpha, the level of significance of the
hypothesis test.
True
False
THE NEXT QUESTIONS ARE BASED ON THE FOLLOWING
INFORMATION:
Let X1, X2,
X3, and X4 be a random
sample of observations from a population with...
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)...
Let Y, Y2, Yz and Y4 be independent, identically distributed random variables from a population with mean u and variance o. Let Y = -(Y, + Y2 + Y3 +Y4) denote the average of these four random variables. i. What are the expected value and variance of 7 in terms of u and o? ii. Now consider a different estimator of u: W = y + y + y +Y4 This an example of weighted average of the Y. Show...
Question 1 (understanding unbiasedness and efficiency) Consider height of adult males. It is a randon variable with mean μ and variance σ2. Our goal is to find the best estimator for μ from a sample of 5 observations {hi,h2,h3,h4,hs). We assume that these observations are randomly selected. The following estimators for μ have been proposed 1.訟リーthe average of the second and fourth observations; 2. İ121 the average of the first, third and fifth observations; 3, μ[3] the average of μ[1]...
please answer with full soultion. with explantion.
(4 points) Let Xi, , Xn denote a randon sample from a Normal N(μ, 1) distribution, with 11 as the unknown parameter. Let X denote the sample mean. (Note that the mean and the variance of a normal N(μ, σ2) distribution is μ and σ2, respectively.) Is X2 an unbiased estimator for 112? Explain your answer. (Hint: Recall the fornula E(X2) (E(X)Var(X) and apply this formula for X - be careful on the...
3. You have two independent random samples: XiXX from a population with mean In and variance σ2 and Y, Y2, , , , , Y,n from a population with mean μ2 and variance σ2. Note that the two populations share a common variance. The two sample variances are Si for the first sample and Si for the second. We know that each of these is an unbiased estimator of the common population variance σ2, we also know that both of...