) -) ) Show that for any &> 0 and Sn = 1X₁, lim P(|S₂ - 0 ≥ ) = 0. 12-00 Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 0. X₁+2X2+2X3-X4 Let Ô₁ = and 6₂ = (X₁ + X₂ + X3 + X4) be two unbiased estimators of 0. Wh one of the two estimators is more efficient?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Suppose that a sequence of mutually independent and identically distributed discrete random
variables X₁, X₂, X3, ..., Xn has the following probability density function
a)
b)
c)
f(x; 0) =
0xe-0
x!
0,
J
for x = 0,1,2,...
elsewhere
Show that for any & > 0 and S₂ = = =₁ X₁, lim P(|S₂ − 0| ≥ ɛ) = 0.
n
n-00
one of the two estimators is more efficient?
Show that a statistic S₁ in a) is the maximum likelihood estimator of the parameter 8.
Let Ô₁ =
X1+2X2+2X3-X4
4
¹ and Ô₂ = ²(X₁ + X₂ + X3 + X4) be two unbiased estimators of 0. Which
Transcribed Image Text:Suppose that a sequence of mutually independent and identically distributed discrete random variables X₁, X₂, X3, ..., Xn has the following probability density function a) b) c) f(x; 0) = 0xe-0 x! 0, J for x = 0,1,2,... elsewhere Show that for any & > 0 and S₂ = = =₁ X₁, lim P(|S₂ − 0| ≥ ɛ) = 0. n n-00 one of the two estimators is more efficient? Show that a statistic S₁ in a) is the maximum likelihood estimator of the parameter 8. Let Ô₁ = X1+2X2+2X3-X4 4 ¹ and Ô₂ = ²(X₁ + X₂ + X3 + X4) be two unbiased estimators of 0. Which
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