Assume that n independent count variables {X1,X,2,..,X,} are identically distributed as X, ~ Poi(0) where i=1,2,...,n and to estimate E(X,)= 0, consider the sample mean estimator ê = -x . n (b) Use the expectation of the distribution of S = nên to compute the expectation E() and the bias of this estimator. State whether this estimator unbiased. (c) Use the variance of the distribution of S= nê to examine var(Ô) and the standard error of this estimator. (d) Use the variance and the bias of ê to compute the Mean Squared Error (MSE) of this estimator. Comment on the MSE behaviour in the asymptotic limit as n→ o. State whether this estimator is consistent or not.

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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Assume that n independent count variables {X,,X2,...,X,} are identically
distributed as X, ~ Poi(0) where i= 1,2,...,n and to estimate E(X,)= 0,
consider the sample mean estimator ô = -5x,.
n
(b)
Use the expectation of the distribution of S = nô to compute the
expectation E(@) and the bias of this estimator. State whether this
estimator unbiased.
(c)
Use the variance of the distribution of S= nô to examine var(Ô) and the
standard error of this estimator.
Use the variance and the bias of ê to compute the Mean Squared Error
(MSE) of this estimator. Comment on the MSE behaviour in the
asymptotic limit as n→o. State whether this estimator is consistent or
(d)
not.
Transcribed Image Text:Assume that n independent count variables {X,,X2,...,X,} are identically distributed as X, ~ Poi(0) where i= 1,2,...,n and to estimate E(X,)= 0, consider the sample mean estimator ô = -5x,. n (b) Use the expectation of the distribution of S = nô to compute the expectation E(@) and the bias of this estimator. State whether this estimator unbiased. (c) Use the variance of the distribution of S= nô to examine var(Ô) and the standard error of this estimator. Use the variance and the bias of ê to compute the Mean Squared Error (MSE) of this estimator. Comment on the MSE behaviour in the asymptotic limit as n→o. State whether this estimator is consistent or (d) not.
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