Problem 2. For Example 7.7 in text (Page 335), show that (1). E(Ô,)= 0, 02 (2). Var(ê) п(п + 2)" n 02 (3). Var(ð2) 3n

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Problem 2. For Example 7.7 in text (Page 335), show that
(1). E(Ô,)= 0,
02
(2). Var(ê)
п(п + 2)
02
(3). Var(@2)
3n
Transcribed Image Text:Problem 2. For Example 7.7 in text (Page 335), show that (1). E(Ô,)= 0, 02 (2). Var(ê) п(п + 2) 02 (3). Var(@2) 3n
We argued in Example 7.5 that when X1, ..., X, is a random sample from a uniform
distribution on [0, 0], the estimator
Example 7.7
п+1
max(X1, ..., X„)
n
is unbiased for 0 (we previously denoted this estimator by 04). This is not the only
unbiased estimator of 0. The expected value of a uniformly distributed rv is just the
midpoint of the interval of positive density, so E(X;) = 0/2. This implies that
E(X) = 0/2, from which E(2X) = 0. That is, the estimator Ô2
If X is uniformly distributed on the interval [A, B], then V(X) = o
(Exercise 23 in Chapter 4). Thus, in our situation, V(X;) = 0²/12, V(X)
o2/n = 0 /(12n), and V(Ô2) = V(2X) = 4V(X) = 0² /(3n). The results of Exercise
50 can be used to show that V(01)= 0²/[n(n+2)]. The estimator 0, has smaller
variance than does 02 if 3n < n(n + 2)–that is, if 0 < n² – n = n(n – 1). As long as
n > 1, V(01) < V(02), so 01 is a better estimator than 02. More advanced methods
can be used to show that 0, is the MVUE of 0-every other unbiased estimator of 0
has variance that exceeds 0 /[n(n + 2)].
= 2X is unbiased for 0.
(B -A)/12
Transcribed Image Text:We argued in Example 7.5 that when X1, ..., X, is a random sample from a uniform distribution on [0, 0], the estimator Example 7.7 п+1 max(X1, ..., X„) n is unbiased for 0 (we previously denoted this estimator by 04). This is not the only unbiased estimator of 0. The expected value of a uniformly distributed rv is just the midpoint of the interval of positive density, so E(X;) = 0/2. This implies that E(X) = 0/2, from which E(2X) = 0. That is, the estimator Ô2 If X is uniformly distributed on the interval [A, B], then V(X) = o (Exercise 23 in Chapter 4). Thus, in our situation, V(X;) = 0²/12, V(X) o2/n = 0 /(12n), and V(Ô2) = V(2X) = 4V(X) = 0² /(3n). The results of Exercise 50 can be used to show that V(01)= 0²/[n(n+2)]. The estimator 0, has smaller variance than does 02 if 3n < n(n + 2)–that is, if 0 < n² – n = n(n – 1). As long as n > 1, V(01) < V(02), so 01 is a better estimator than 02. More advanced methods can be used to show that 0, is the MVUE of 0-every other unbiased estimator of 0 has variance that exceeds 0 /[n(n + 2)]. = 2X is unbiased for 0. (B -A)/12
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