3. Consider the random variables Y1,..., Yn that satisfy Y; = Bx; + €i, i = 1, ...,n. where ¤1,.., In are fixed constants, and €; are i.i.d. random variables that follow N(0, o²) where o² is unknown. (a) Find the mle B of B and show that it is an unbiased estimator of 3. (b) Find the distribution of the mle of ß.

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter11: Data Analysis And Probability
Section: Chapter Questions
Problem 8CR
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3. Consider the random variables Y1,., Yn that satisfy
Y; = Bx; + €;, i = 1, ..., n.
where x1,., xn are fixed constants, and e; are i.i.d. random variables that follow N(0, o2) where
o2 is unknown.
(a) Find the mle ß of ß and show that it is an unbiased estimator of 8.
(b) Find the distribution of the mle of ß.
***.
Transcribed Image Text:3. Consider the random variables Y1,., Yn that satisfy Y; = Bx; + €;, i = 1, ..., n. where x1,., xn are fixed constants, and e; are i.i.d. random variables that follow N(0, o2) where o2 is unknown. (a) Find the mle ß of ß and show that it is an unbiased estimator of 8. (b) Find the distribution of the mle of ß. ***.
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