ii. Consider the alternative estimator of o?, (n – 1)S²/n. Find the meansquared error of this alternative estimator and compare it with that ofs?. c. Let X = {X1, X2, ..., Xn} be a random sample from a normaldistribution with the parameters u and o unknown. Consider the samplemean and sample variance, respectively:1Xị and s?,n -(X; - X)².ni=1i=1It is known that in this case:(n – 1)S²o2where x denotes a chi-squared distribution with n - 1 degrees offreedom. It is also known that if X ~ x21, then:|n-1E(X) = n – 1and Var(X) = 2(n – 1).|

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Answered: Consider the alternative estimator of…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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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?.