We observe two groups of random variables: A group: x1, ... , Xna are na independent random variables with mean ua and variance 10. B group: x1, . . . , Xng are ng independent random variables with mean uB and variance 40. You are interested in estimating 0 = µA- µB• (a) group, and B, the sample mean of the B Come up with an unbiased estimator of 0 using ĩA, the sample mean of the A group. (b) from part (a)? Say nA = 10 and ng = 10. What is the mean squared error of your estimator (c) Suppose you can choose from the following options: . пА — 20, пв = 20 . пА 3 60, пв 3 20 . ПА 3 20, пв 3 40 Which one would result in the best estimate?
We observe two groups of random variables: A group: x1, ... , Xna are na independent random variables with mean ua and variance 10. B group: x1, . . . , Xng are ng independent random variables with mean uB and variance 40. You are interested in estimating 0 = µA- µB• (a) group, and B, the sample mean of the B Come up with an unbiased estimator of 0 using ĩA, the sample mean of the A group. (b) from part (a)? Say nA = 10 and ng = 10. What is the mean squared error of your estimator (c) Suppose you can choose from the following options: . пА — 20, пв = 20 . пА 3 60, пв 3 20 . ПА 3 20, пв 3 40 Which one would result in the best estimate?
MATLAB: An Introduction with Applications
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
Transcribed Image Text:We observe two groups of random variables:
A group: X1, ·
..., Xna are NĄ independent random variables with mean ua and variance 10.
B group: X1,
... , Xng are ng independent random variables with mean uB and variance 40.
You are interested in estimating
0 = HA - HB.
(a)
group, and īB, the sample mean of the B group.
Come up with an unbiased estimator of 0 using A, the sample mean of the A
10 and nB
(b)
from part (a)?
Say nA =
10. What is the mean squared error of your estimator
||
(c)
Suppose you can choose from the following options:
• NA = 20, nB = 20
• NA = 60, nB
20
||
• nA
20, nB
40
Which one would result in the best estimate?
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