Let X1,...,Xn ∼ iid Pois(θ), and we wish to estimate φ = Pθ(X = 0) = e−θ. (a)  Find the MLE φˆ. (b)  Use Jensen’s inequality to derive a result comparing E(φˆ) to φ. In fact, since g(t) = e−t is not a linear function, the inequality this result is strictly, implying that φˆ is a biased estimator. (c)  Consider Yi = I (Xi = 0). Show that ∑ni=1 Yi follows a Bin(n, φ) distribution

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
  1. Let X1,...,Xn ∼ iid Pois(θ), and we wish to estimate φ = Pθ(X = 0) = e−θ.

    1. (a)  Find the MLE φˆ.

    2. (b)  Use Jensen’s inequality to derive a result comparing E(φˆ) to φ. In fact, since g(t) = e−t is not

      a linear function, the inequality this result is strictly, implying that φˆ is a biased estimator.

    3. (c)  Consider Yi = I (Xi = 0). Show that ∑ni=1 Yi follows a Bin(n, φ) distribution

AI-Generated Solution
AI-generated content may present inaccurate or offensive content that does not represent bartleby’s views.
steps

Unlock instant AI solutions

Tap the button
to generate a solution

Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman