Question 2 Let X1, X2, X3 be a random sample from a uniform distribution U(@ – ,0 + }). Consider the following estimators of 0: ô, - X, Ô2 = X(2)+ X(1) + X(3) where X is the sample mean, X(a), X(2), X(3) are the order statistics, that is, the smallest order statistic, the median, and the largest order statistic, respectively. (a) Show that 6, Ô2, and Ôg are unbiased estimators of 0. (b) Find var(0,), var(@2), and var(0,). (c) Compare the estimators. Which estimator would you prefer? Provide a reason.

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Question 2
Let X1, X2, X3 be a random sample from a uniform distribution U(0 -,0 + ). Consider the following
estimators of 0:
ô, = X,
Ô2 = X(2)+
Xa)+ X(3)
2
where X is the sample mean, X(1), X(2), X(3) are the order statistics, that is, the smallest order statistic, the
median, and the largest order statistic, respectively.
(a) Show that 6, Ô2, and Ôg are unbiased estimators of 0.
(b) Find var(6,), var(@2), and var(0,).
(c) Compare the estimators. Which estimator would you prefer? Provide a reason.
Transcribed Image Text:Question 2 Let X1, X2, X3 be a random sample from a uniform distribution U(0 -,0 + ). Consider the following estimators of 0: ô, = X, Ô2 = X(2)+ Xa)+ X(3) 2 where X is the sample mean, X(1), X(2), X(3) are the order statistics, that is, the smallest order statistic, the median, and the largest order statistic, respectively. (a) Show that 6, Ô2, and Ôg are unbiased estimators of 0. (b) Find var(6,), var(@2), and var(0,). (c) Compare the estimators. Which estimator would you prefer? Provide a reason.
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