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Show the 0 is = (1/n) ₁ (X; - Σ (Χ an unbiased estimator of 0.

Show the 0 is = (1/n) ₁ (X; - Σ (Χ an unbiased estimator of 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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6.4-2. A random sample random sample X₁, X2,..., Xn of size n is taken from N(u,02), where the variance 00² is such that 0 <0< ∞ and is a known real number. Show that the maximum - likelihood estimator for is (1/n) Σ (Χ – μ) and that this estimator is an unbiased estimator of 0.
Transcribed Image Text:6.4-2. A random sample random sample X₁, X2,..., Xn of size n is taken from N(u,02), where the variance 00² is such that 0 <0< ∞ and is a known real number. Show that the maximum - likelihood estimator for is (1/n) Σ (Χ – μ) and that this estimator is an unbiased estimator of 0.
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