Please see attached mathematical statistics question below. part(a) What is the efficiency of S^2?   PLEASE DO NOT REJECT QUESTION IF YOU DO NOT KNOW HOW TO SOLVE THIS PROBLEM!   ALLOW ANOTHER EXPERT A CHANCE TO ANSWER THIS QUESTION

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Please see attached mathematical statistics question below.

part(a)

What is the efficiency of S^2?

 

PLEASE DO NOT REJECT QUESTION IF YOU DO NOT KNOW HOW TO SOLVE THIS PROBLEM!

 

ALLOW ANOTHER EXPERT A CHANCE TO ANSWER THIS QUESTION!

 

Let S? be the sample variance of a random sample of size n > 1 from N(µ, 0) where u
is known. We know E(S?) = 0.
(a) What is the efficiency of S?
(b) Under these conditions, what is the mle 0 of 0?
(c) What is the asymptotic distribution of n(0 – 0)?
Transcribed Image Text:Let S? be the sample variance of a random sample of size n > 1 from N(µ, 0) where u is known. We know E(S?) = 0. (a) What is the efficiency of S? (b) Under these conditions, what is the mle 0 of 0? (c) What is the asymptotic distribution of n(0 – 0)?
Expert Solution
Step 1

a)

Given that S2 be the sample variance of a random sample of size n>1 from Nμ,θ.

nθ^θ~Chisquare(n)Vnθ^θ=2nn2θ2Vθ^=2n     Vθ^=2θ2n

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