Describe the distribution of the random variable S=nô. Use the expectation of the distribution of S = n to compute the expectation E(Ô) and the bias of this estimator. State whether this estimator unbiased. Use the variance of the distribution of S = nô to examine var(Ô) and the standard error of this estimator.

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Assume that n independent count variables {X,,X,,...,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 = -x, .
(a)
Describe the distribution of the random variable S = nô.
Use the expectation of the distribution of S = nô to compute the
expectation E(@) and the bias of this estimator. State whether this
(b)
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 ô to compute the Mean Squared Error
(MSE) of this estimator. Comment on the MSE behaviour in the
asymptotic limit as n→0. State whether this estimator is consistent or
(d)
not.
Transcribed Image Text:Assume that n independent count variables {X,,X,,...,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 = -x, . (a) Describe the distribution of the random variable S = nô. Use the expectation of the distribution of S = nô to compute the expectation E(@) and the bias of this estimator. State whether this (b) 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 ô to compute the Mean Squared Error (MSE) of this estimator. Comment on the MSE behaviour in the asymptotic limit as n→0. State whether this estimator is consistent or (d) not.
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