Suppose that X1,... X, is a random sample from a normal distribution with mean u and variance o?. Two unbiased estimators of o² are ởf = s° = (x, – X)², and o =(X, - X,)°. n-1 i=1 Find the efficiency of ở relative to ôž.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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Suppose that X1,..., X, is a random sample from a normal
distribution with mean u and variance o?. Two unbiased estimators of o? are
ởf = s° = E(x, - Xy°, and ô = (X1 - 2
Find the efficiency of ở relative to ôž.
Transcribed Image Text:Suppose that X1,..., X, is a random sample from a normal distribution with mean u and variance o?. Two unbiased estimators of o? are ởf = s° = E(x, - Xy°, and ô = (X1 - 2 Find the efficiency of ở relative to ôž.
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