Let X1,X2,...,X, be a random sample with normal pdf (x-4)2 202 1 %3D V2no a) Estimate the parameters u and o by using the method of moment estimator. b) Estimate the parameters u and o by using the maximum likelihood estimator. c) Is, ÔMME, the method of moment estimator for o an unbiased estimator? Is, ÔMLE, the maximum likelihood estimator for o an unbiased estimator? Why or why not? d) Calculate the biases and the mean square errors of estimators ÔMME and ÔMLE-

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Let X1, X2, ...,X, be a random sample with normal pdf
(x- µ)²
202
1
S(x\M, 0?) = exp{ -
%3D
V2no
a) Estimate the parameters u and o by using the method of moment estimator.
b) Estimate the parameters u and o by using the maximum likelihood estimator.
c) Is, ÔMME, the method of moment estimator for o an unbiased estimator? Is,
OMLE, the maximum likelihood estimator for o an unbiased estimator? Why or
why not?
d) Calculate the biases and the mean square errors of estimators ÔMME and ÔMLE-
Transcribed Image Text:Let X1, X2, ...,X, be a random sample with normal pdf (x- µ)² 202 1 S(x\M, 0?) = exp{ - %3D V2no a) Estimate the parameters u and o by using the method of moment estimator. b) Estimate the parameters u and o by using the maximum likelihood estimator. c) Is, ÔMME, the method of moment estimator for o an unbiased estimator? Is, OMLE, the maximum likelihood estimator for o an unbiased estimator? Why or why not? d) Calculate the biases and the mean square errors of estimators ÔMME and ÔMLE-
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