Suppose that X, X2,... ,X, are an iid sample from the distribution given below, f(X)e = (1/2)(1+ X0); -1

MATLAB: An Introduction with Applications
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3. Let X1,X2, ..,X, be a random sample form a normal distribution
with E(X;) = µ;and Var(X;) = o². Assume s? = E(X;_ X)²/n and
s3 = (n/(n – 1))s?.
Questions:
a. Compare between the estimators si and s?.
b. Which one you preferred? What is (are) your reason(s).
4. Let X1,X2, . X, be a random sample form a uniform
distribution,
f(X)e = 0*(1– e)!-*; 0 < x < 1. Assume T1 = X1 and T, = (-)Ex;.
%3D
a. Check the unbiasedness property for T1 and T,.
b. Find the MSE of T, and T,.
Can
you preferer one of them? Discuss your reasons.
с.
5. Suppose that X, X2,. , X, are an iid sample from the distribution
given below,
f(X)e = (1/2)(1+ X8); -1< X <1.
Show that 3x is a consistent estimator of e.
Transcribed Image Text:3. Let X1,X2, ..,X, be a random sample form a normal distribution with E(X;) = µ;and Var(X;) = o². Assume s? = E(X;_ X)²/n and s3 = (n/(n – 1))s?. Questions: a. Compare between the estimators si and s?. b. Which one you preferred? What is (are) your reason(s). 4. Let X1,X2, . X, be a random sample form a uniform distribution, f(X)e = 0*(1– e)!-*; 0 < x < 1. Assume T1 = X1 and T, = (-)Ex;. %3D a. Check the unbiasedness property for T1 and T,. b. Find the MSE of T, and T,. Can you preferer one of them? Discuss your reasons. с. 5. Suppose that X, X2,. , X, are an iid sample from the distribution given below, f(X)e = (1/2)(1+ X8); -1< X <1. Show that 3x is a consistent estimator of e.
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