Suppose Y₁, Y2,..., Yn is an iid sample from a beta (a, 3) distribution with a = 3 = 0,0 >0 a. Use the Factorization Theorem to show that n T = ∙ II Y¿(¹ — Y;) i=1 is a sufficient statistic.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
Suppose Y₁, Y2,…, Yn is an iid sample from a beta (a, ß) distribution with a = ß = 0, 0 > 0
a. Use the Factorization Theorem to show that
n
T = []Y;(1 — Y;)
i=1
is a sufficient statistic.
b. The sample variance
n
1
=
ΣΥ; - Y)2
n
1
i=1
is an unbiased estimator of the population variance
1
4(20 + 1)*
Is S² the MVUE of o2? Explain.
Transcribed Image Text:Suppose Y₁, Y2,…, Yn is an iid sample from a beta (a, ß) distribution with a = ß = 0, 0 > 0 a. Use the Factorization Theorem to show that n T = []Y;(1 — Y;) i=1 is a sufficient statistic. b. The sample variance n 1 = ΣΥ; - Y)2 n 1 i=1 is an unbiased estimator of the population variance 1 4(20 + 1)* Is S² the MVUE of o2? Explain.
Expert Solution
steps

Step by step

Solved in 3 steps

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman