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1. This is about estimating the variance of a normal distribution. Recall that the pdf of a normal random variable with mean μ and variance 0 = o² is f(x;0)= 1 (x-μ)² 20 √2лө e (a) Find the Cramer-Rao Lower Bound for estimating 0. (Hint: recall that the variance of a random variable X is defined as E[(x-μ)²].) (b) The usual estimator for the population variance when the population mean is known is of course A-15m (X₁_10². Is this estimator an MVUE?

1. This is about estimating the variance of a normal distribution. Recall that the pdf of a normal random variable with mean μ and variance 0 = o² is f(x;0)= 1 (x-μ)² 20 √2лө e (a) Find the Cramer-Rao Lower Bound for estimating 0. (Hint: recall that the variance of a random variable X is defined as E[(x-μ)²].) (b) The usual estimator for the population variance when the population mean is known is of course A-15m (X₁_10². Is this estimator an MVUE?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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4. This is about estimating the variance of a normal distribution. Recall that the pdf of a normal random variable with mean μµ and variance 0 = σ² is f(x;0) = = n 1 V2лө (a) Find the Cramer-Rao Lower Bound for estimating 0. (Hint: recall that the variance of a random variable X is defined as E[(X− μ)²].) e 20 (b) The usual estimator for the population variance when the population mean is known ги is, of course, Σ₁₁ (Xi -μ)². Is this estimator an MVUE?
Transcribed Image Text:4. This is about estimating the variance of a normal distribution. Recall that the pdf of a normal random variable with mean μµ and variance 0 = σ² is f(x;0) = = n 1 V2лө (a) Find the Cramer-Rao Lower Bound for estimating 0. (Hint: recall that the variance of a random variable X is defined as E[(X− μ)²].) e 20 (b) The usual estimator for the population variance when the population mean is known ги is, of course, Σ₁₁ (Xi -μ)². Is this estimator an MVUE?
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