5. Let X₁, X2,..., Xn be a random sample from a population with the probability density function x² exp 20 2 f(x) = πθ You may assume that E(X²) = 0 and Var(X²) = 20. ΣX² i=1 = 0

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5. Let X₁, X2, ..., Xn be a random sample from a population with the probability density function
x²
20
2
no-Vine's
-exp
f(x)
пө
You may assume that E(X²) = 0 and Var (X²) = 20.
n
X?
0<u<2
otherwise
(a) Show that the estimator =
is an unbiased estimator for 0.
n
(b) Show that the Cramer-Rao Lower Bound is attained for this estimator.
Transcribed Image Text:5. Let X₁, X2, ..., Xn be a random sample from a population with the probability density function x² 20 2 no-Vine's -exp f(x) пө You may assume that E(X²) = 0 and Var (X²) = 20. n X? 0<u<2 otherwise (a) Show that the estimator = is an unbiased estimator for 0. n (b) Show that the Cramer-Rao Lower Bound is attained for this estimator.
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