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Say you have two sets of data X1,..., X10 and Y1,..., Y40. All of this data is considered independent. The first set of data are Normally distributed with mean B and variance 10. The second set of data are Normally distributed with mean y and variance 10. We are trying to estimate 0 = iB + y. Consider the estimate ô X = E Xi X + Ÿ where and Y 1 40 40 Li=1 2 Y;? (a) What is the mean, variance and distribution of Ô? (b) What is the probability that ô is larger than 1 away from 0? (c) What is the bias, variance and MSE of the estimate ô for estimating 0?

Say you have two sets of data X1,..., X10 and Y1,..., Y40. All of this data is considered independent. The first set of data are Normally distributed with mean B and variance 10. The second set of data are Normally distributed with mean y and variance 10. We are trying to estimate 0 = iB + y. Consider the estimate ô X = E Xi X + Ÿ where and Y 1 40 40 Li=1 2 Y;? (a) What is the mean, variance and distribution of Ô? (b) What is the probability that ô is larger than 1 away from 0? (c) What is the bias, variance and MSE of the estimate ô for estimating 0?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Say you have two sets of data X1, ..., X10 and Y1,..., Y40. All of this data is considered independent. The first set of data are Normally distributed with mean B and variance 10. The second set of data are Normally distributed with mean y and variance 10. We are trying to estimate 0 = X = X; 18 + y. Consider the estimate ô = }X + Ÿ where 3 4 iX + Y where 10 vi=1 1 10 and Y = E Y;? 40 vi=1 40 (a) What is the mean, variance and distribution of 0? (b) What is the probability that 0 is larger than 1 away from 0? (c) What is the bias, variance and MSE of the estimate 0 for estimating 0?
Transcribed Image Text:Say you have two sets of data X1, ..., X10 and Y1,..., Y40. All of this data is considered independent. The first set of data are Normally distributed with mean B and variance 10. The second set of data are Normally distributed with mean y and variance 10. We are trying to estimate 0 = X = X; 18 + y. Consider the estimate ô = }X + Ÿ where 3 4 iX + Y where 10 vi=1 1 10 and Y = E Y;? 40 vi=1 40 (a) What is the mean, variance and distribution of 0? (b) What is the probability that 0 is larger than 1 away from 0? (c) What is the bias, variance and MSE of the estimate 0 for estimating 0?
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