p(y|p) = p (1-p)¹-5, y = 0, 1. hat is, P(Y; = 1) = p and P(Y; = 0) = 1 - p. Find the MVUE of p(1 - p), rm in the variance of Y, or W = Y, by the following steps. Let T = Show that E(T) = p(1-P). Show that Show that 1, if Y₁ = 1 and Y₂ = 0, 0, otherwise. P(T=1| Ww) = w (n − w) n(n − 1) B.

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
*9.65
In this exercise, we illustrate the direct use of the Rao-Blackwell theorem. Let Y₁, Y₂,..., Y
be independent Bernoulli random variables with
p(y;|p) = p (1-p)¹-*, y = 0, 1.
That is, P (Y; = 1) = p and P(Y; = 0) = 1 - p. Find the MVUE of p(1 - p), which is a
term in the variance of Y, or W=Y₁, by the following steps.
a Let
Show that E(T) = p(1 - p).
b Show that
с
T =
Show that
1, if Y₁ = 1 and Y₂ = 0,
0, otherwise.
P(T=1| Ww) =
-
w (n − w)
n(n-1)
n
E(T | W) = ²₁ [ (¹-W)] = ²¹-
-Y(1-Y)
n
n-1
and hence that nỸ(1-Y)/(n-1) is the MVUE of p(1 - p).
Transcribed Image Text:*9.65 In this exercise, we illustrate the direct use of the Rao-Blackwell theorem. Let Y₁, Y₂,..., Y be independent Bernoulli random variables with p(y;|p) = p (1-p)¹-*, y = 0, 1. That is, P (Y; = 1) = p and P(Y; = 0) = 1 - p. Find the MVUE of p(1 - p), which is a term in the variance of Y, or W=Y₁, by the following steps. a Let Show that E(T) = p(1 - p). b Show that с T = Show that 1, if Y₁ = 1 and Y₂ = 0, 0, otherwise. P(T=1| Ww) = - w (n − w) n(n-1) n E(T | W) = ²₁ [ (¹-W)] = ²¹- -Y(1-Y) n n-1 and hence that nỸ(1-Y)/(n-1) is the MVUE of p(1 - p).
Expert Solution
steps

Step by step

Solved in 4 steps with 4 images

Blurred answer
Similar questions
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