2 Suppose that Y₁,..., Y, are independent and follow the distribution N(μ, σ²), where μ Є R and σ² < ∞ are are unknown parameters. Let us study the ML estimator 0² (Y) Σ(YY)² (from page 34) for the parameter o². Calculate the expected value E。(σ² (Y)) i of the estimator 02 (Y) and use this to determine that it is not an unbiased estimator = n 1

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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2
Suppose that Y₁,..., Y, are independent and follow the distribution N(μ, σ²), where
μ Є R and σ² < ∞ are are unknown parameters. Let us study the ML estimator
0² (Y)
Σ(YY)² (from page 34) for the parameter o². Calculate the expected
value E。(σ² (Y)) i of the estimator 02 (Y) and use this to determine that it is not an
unbiased estimator
=
n
1
Transcribed Image Text:2 Suppose that Y₁,..., Y, are independent and follow the distribution N(μ, σ²), where μ Є R and σ² < ∞ are are unknown parameters. Let us study the ML estimator 0² (Y) Σ(YY)² (from page 34) for the parameter o². Calculate the expected value E。(σ² (Y)) i of the estimator 02 (Y) and use this to determine that it is not an unbiased estimator = n 1
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