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.

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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.
Transcribed Image Text: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.
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