Consider the alternative estimator of o?, (n – 1)S²In. Find the mean squared error of this alternative estimator and compare it with that of s?.
Consider the alternative estimator of o?, (n – 1)S²In. Find the mean squared error of this alternative estimator and compare it with that of s?.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![ii. Consider the alternative estimator of o?, (n – 1)S²/n. Find the mean
squared error of this alternative estimator and compare it with that of
s?.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F983be563-105d-4830-b24b-52601a7d1366%2Fbb4399ce-f3d7-480c-bc80-fc818fe0fa03%2Fk3rh1ka_processed.png&w=3840&q=75)
Transcribed Image Text:ii. Consider the alternative estimator of o?, (n – 1)S²/n. Find the mean
squared error of this alternative estimator and compare it with that of
s?.
![c. Let X = {X1, X2, ..., Xn} be a random sample from a normal
distribution with the parameters u and o unknown. Consider the sample
mean and sample variance, respectively:
1
Xị and s?,
n -
(X; - X)².
n
i=1
i=1
It is known that in this case:
(n – 1)S²
o2
where x denotes a chi-squared distribution with n - 1 degrees of
freedom. It is also known that if X ~ x21, then:
|
n-1
E(X) = n – 1
and Var(X) = 2(n – 1).
|](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F983be563-105d-4830-b24b-52601a7d1366%2Fbb4399ce-f3d7-480c-bc80-fc818fe0fa03%2Fjt2drrl_processed.png&w=3840&q=75)
Transcribed Image Text:c. Let X = {X1, X2, ..., Xn} be a random sample from a normal
distribution with the parameters u and o unknown. Consider the sample
mean and sample variance, respectively:
1
Xị and s?,
n -
(X; - X)².
n
i=1
i=1
It is known that in this case:
(n – 1)S²
o2
where x denotes a chi-squared distribution with n - 1 degrees of
freedom. It is also known that if X ~ x21, then:
|
n-1
E(X) = n – 1
and Var(X) = 2(n – 1).
|
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