8. Suppose that X₁, X2, ..., X₂ is a random sample available from a population distributed as the Bernoulli with parameter 0. (a) Find the Cramer-Rao lower bound variance for the estimator of 0. (b) Using the invariant property of maximum likelihood estimators, i. Find the estimator of 0² and show whether or not it is unbiased. ii. Find the Cramer-Rao lower bound variance for the estimator of 02 and its absolute efficiency.
8. Suppose that X₁, X2, ..., X₂ is a random sample available from a population distributed as the Bernoulli with parameter 0. (a) Find the Cramer-Rao lower bound variance for the estimator of 0. (b) Using the invariant property of maximum likelihood estimators, i. Find the estimator of 0² and show whether or not it is unbiased. ii. Find the Cramer-Rao lower bound variance for the estimator of 02 and its absolute efficiency.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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