1. Suppose that the random variable Y₁, Y2, ..., Yn satisfy Yi = pi + Eis i=1,2,..., n, where x₁, x2,..., n are fixed constants, and €₁, €2, ..., En are iid N(0,0²), o² unknown. a. Find a two-dimensional sufficient statistics for (μ‚0²). b. Find the MLE of μ, and show that it is an unbiased estimator of u. Find the distribution of the MLE of µ. c. Show that Y/Σx; is an unbiased estimator of μ. d. Calculate the exact variance of Y₁/Σx, and compare it to the variance of the MLE.
1. Suppose that the random variable Y₁, Y2, ..., Yn satisfy Yi = pi + Eis i=1,2,..., n, where x₁, x2,..., n are fixed constants, and €₁, €2, ..., En are iid N(0,0²), o² unknown. a. Find a two-dimensional sufficient statistics for (μ‚0²). b. Find the MLE of μ, and show that it is an unbiased estimator of u. Find the distribution of the MLE of µ. c. Show that Y/Σx; is an unbiased estimator of μ. d. Calculate the exact variance of Y₁/Σx, and compare it to the variance of the MLE.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question

Transcribed Image Text:1. Suppose that the random variable Y₁, Y2,..., Yn satisfy
Yi = [i+ €i, i=1,2,..., n,
where x₁, x2,..., n are fixed constants, and €1, €2,..., En are iid N(0,0²), o² unknown.
a. Find a two-dimensional sufficient statistics for (u,0²).
b. Find the MLE of , and show that it is an unbiased estimator of u. Find the
distribution of the MLE of μ.
c. Show that EY;/Σ; is an unbiased estimator of μ.
d. Calculate the exact variance of ΣY₁/Σx, and compare it to the variance of the
MLE.
Expert Solution

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 6 steps with 50 images

Recommended textbooks for you

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON

The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman

Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman