Using a long rod that has length m, you are going to lay out a square plot in which the length of each side is m. Thus the area of the plot will be m2 . However, you do not know the value of m, so you decide to make n independent measurements X1, X2,... Xn of the length. Assume that each Xi has mean m (unbiased measurements) and variance s2 . a. Show that X2 is not an unbiased estimator for m2 . [Hint: For any rv Y, E(Y2 ) ¼ V(Y) + [E(Y)]2 . Apply this with Y ¼ X.] b. For what value of k is the estimator X2 - kS2 unbiased for m2 ? [Hint: Compute E(X2 - kS2).]
Using a long rod that has length m, you are going to lay out a square plot in which the length of each side is m. Thus the area of the plot will be m2 . However, you do not know the value of m, so you decide to make n independent measurements X1, X2,... Xn of the length. Assume that each Xi has mean m (unbiased measurements) and variance s2 . a. Show that X2 is not an unbiased estimator for m2 . [Hint: For any rv Y, E(Y2 ) ¼ V(Y) + [E(Y)]2 . Apply this with Y ¼ X.] b. For what value of k is the estimator X2 - kS2 unbiased for m2 ? [Hint: Compute E(X2 - kS2).]
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Using a long rod that has length m, you are going
to lay out a square plot in which the length of each
side is m. Thus the area of the plot will be m2
.
However, you do not know the value of m, so
you decide to make n independent measurements
X1, X2,... Xn of the length. Assume that each Xi
has
.
a. Show that X2 is not an unbiased estimator
for m2
. [Hint: For any rv Y, E(Y2
) ¼
V(Y) + [E(Y)]2
. Apply this with Y ¼ X.]
b. For what value of k is the estimator X2 - kS2
unbiased for m2
? [Hint: Compute E(X2 - kS2).]
Expert Solution
Step 1
Given:
The Area of the plot =
Independent measurements = n
Mean = m
Variance =
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