2 Suppose that Y₁, Y₂, .. Yn denote a random sample of size n from a normal dis- tribution with mean u and variance 1. Consider the first observation Y₁ as an estimator for . a. Show that Y₁ is an unbiased estimator for μ. b. Find P(|Y₁ - µ|) ≤ 1 c. Based on the result of part (b), is Y₁ a consistent estimator for µ?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Suppose that Y₁, Y₂ , . . . , Yn denote a random sample of size n from a normal dis-
tribution with mean µ and variance 1. Consider the first observation Y₁ as an estimator
for μ.
a. Show that Y₁ is an unbiased estimator for u.
b. Find P(|Y₁ − µ|) ≤ 1
c. Based on the result of part (b), is Y₁ a consistent estimator for u?
Transcribed Image Text:Suppose that Y₁, Y₂ , . . . , Yn denote a random sample of size n from a normal dis- tribution with mean µ and variance 1. Consider the first observation Y₁ as an estimator for μ. a. Show that Y₁ is an unbiased estimator for u. b. Find P(|Y₁ − µ|) ≤ 1 c. Based on the result of part (b), is Y₁ a consistent estimator for u?
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps with 2 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
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 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…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
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
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman