= 7.1.7. Let X1, X2,..., Xn denote a random sample from a distribution that is N(μ,0), 0 < 0 <∞o, where u is unknown. Let Y (X-X)2/n and let L[0,8(y)] = [0-6(y)]². If we consider decision functions of the form 8(y) = by, where b does not depend upon y, show that R(0, 8) = (0²/n²) [(n² - 1)6² -2n(n-1)b+n²]. Show that b = n/(n+1) yields a minimum risk decision function of this form. Note that nY/(n+1) is not an unbiased estimator of 0. With 8(y) ny/(n + 1) and 0<0<∞, determine max, R(0,8) if it exists. =

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
=
7.1.7. Let X1, X2,..., Xn denote a random sample from a distribution that is
N(μ,0), 0 < 0 <∞o, where u is unknown. Let Y E(Xi-X)2/n and let
L[0,8(y)] = [0-8(y)]². If we consider decision functions of the form 8(y) = by, where
b does not depend upon y, show that R(0, 8) = (0²/n²) [(n² - 1)6² -2n(n-1)b+n²].
Show that b = n/(n+1) yields a minimum risk decision function of this form. Note
that nY/(n+1) is not an unbiased estimator of 0. With 8(y) ny/(n+1) and
0<0<∞, determine max, R(0,8) if it exists.
=
Transcribed Image Text:= 7.1.7. Let X1, X2,..., Xn denote a random sample from a distribution that is N(μ,0), 0 < 0 <∞o, where u is unknown. Let Y E(Xi-X)2/n and let L[0,8(y)] = [0-8(y)]². If we consider decision functions of the form 8(y) = by, where b does not depend upon y, show that R(0, 8) = (0²/n²) [(n² - 1)6² -2n(n-1)b+n²]. Show that b = n/(n+1) yields a minimum risk decision function of this form. Note that nY/(n+1) is not an unbiased estimator of 0. With 8(y) ny/(n+1) and 0<0<∞, determine max, R(0,8) if it exists. =
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 5 steps with 5 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman