4. Let X₁, X2, Xn represent a random sample from a distribution with E(X) = 0. Consider two estimators of 0: 0 = X1 and 0₂ = X. (a) Show that both estimators ₁ and 2 are unbiased estimators of 0. (b) Let Var(X) = o², find Var(8₁) and Var(82) in terms of o². (c) Which of these estimators, ₁ or 02, is better? Justify your answer.
4. Let X₁, X2, Xn represent a random sample from a distribution with E(X) = 0. Consider two estimators of 0: 0 = X1 and 0₂ = X. (a) Show that both estimators ₁ and 2 are unbiased estimators of 0. (b) Let Var(X) = o², find Var(8₁) and Var(82) in terms of o². (c) Which of these estimators, ₁ or 02, is better? Justify your answer.
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
![4. Let X₁, X2, Xn represent a random sample from a distribution with E(X)
Consider two estimators of 0:
...
01 = X1
and Ông = X.
(a) Show that both estimators ₁ and 2 are unbiased estimators of 0.
(b) Let Var(X) = o², find Var(Ô₁) and Var(8₂) in terms of o².
(c) Which of these estimators, ₁ or 02, is better? Justify your answer.
=
0.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F09327c5c-de43-4c4b-a14e-160d05c353cc%2F50e8a092-29c8-4c72-b764-08ad8acefbc5%2Ff4fx9zi_processed.jpeg&w=3840&q=75)
Transcribed Image Text:4. Let X₁, X2, Xn represent a random sample from a distribution with E(X)
Consider two estimators of 0:
...
01 = X1
and Ông = X.
(a) Show that both estimators ₁ and 2 are unbiased estimators of 0.
(b) Let Var(X) = o², find Var(Ô₁) and Var(8₂) in terms of o².
(c) Which of these estimators, ₁ or 02, is better? Justify your answer.
=
0.
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