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Show that the bias of 0 for estimating 0 is Bias(0) 1 n+1 -0.

Show that the bias of 0 for estimating 0 is Bias(0) 1 n+1 -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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Let X1,..., Xn be a random sample from a uniform distribution on the interval [20, 0], where 0 < 0. The pdf of X1 is given by 1 20 { if 20 < x < 0, f(x|0) = if x < 20 or x > 0. Let X(1) < X(2) <...< X(n) be the order statistics of X1, ..., Xn.
Transcribed Image Text:Let X1,..., Xn be a random sample from a uniform distribution on the interval [20, 0], where 0 < 0. The pdf of X1 is given by 1 20 { if 20 < x < 0, f(x|0) = if x < 20 or x > 0. Let X(1) < X(2) <...< X(n) be the order statistics of X1, ..., Xn.
Show that the bias of 0 for estimating 0 is Bias(0) 1-0. n+1
Transcribed Image Text:Show that the bias of 0 for estimating 0 is Bias(0) 1-0. n+1
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Bias(θ)=E(θ^)-θ≠0 

 

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