7. Let X₁, X2, ..., Xn be a random sample from normal distribution with mean and standarddeviation o.(a) Find the maximum likelihood estimators of u and ²μ(b) Show that, the estimator of μ is unbiased but the estimator of o2 is biased(c) Compute the bias of the estimator of o2 and comment on it. Hence, write a function of thisestimator that is unbiased, find its variance and show that, it is consistent.(d) Find the Cramer-Rao lower bound variance of o² and hence find the absolute efficiency of theunbiased estimator you proposed in (c).

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Answered: 7. Let X₁, X2, ..., Xn be a random…

Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015

1st Edition

ISBN:9781680331141

Author:HOUGHTON MIFFLIN HARCOURT

Publisher:HOUGHTON MIFFLIN HARCOURT

Chapter4: Writing Linear Equations

Section: Chapter Questions

Problem 12CR

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