Problem 2 Prove the following: a. If ô, is an unbiased estimator for 0, and W is a zero mean random variable, then is also an unbiased estimator for 0. b. If Ô, is an estimator for 0 such that E(Ö¡] = a® + b, where a # 0, show that 9 - le a is an unbiased estimator for 0.

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Problem 2
Prove the following:
a. If ô, is an unbiased estimator for 0, and W is a zero mean random variable, then
ê2 = Ô1 + W
is also an unbiased estimator for 0.
b. If Ô, is an estimator for 0 such that E[ê;] = a0 +b, where a + 0, show that
a
is an unbiased estimator for 0.
Transcribed Image Text:Problem 2 Prove the following: a. If ô, is an unbiased estimator for 0, and W is a zero mean random variable, then ê2 = Ô1 + W is also an unbiased estimator for 0. b. If Ô, is an estimator for 0 such that E[ê;] = a0 +b, where a + 0, show that a is an unbiased estimator for 0.
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