Let X1, X2, . .., X, be a random sample from a normal distribution with mean µ and variance o². (a) Find an unbiased estimator for o?. (b) Show that (x, – Xy² = E (x?) – nX°. i=1 i=1 (c) Find an estimator for o? using the method of moments. Is this estimator bi- ased/unbiased? Is it consistent?

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.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Let X1, X2, ..., X, be a random sample from a normal distribution with mean µ and
variance o?.
(a) Find an unbiased estimator for o?.
( b) Show that Σ(x-Χ? Σ (Χ )- nX.
i=1
i=1
(c) Find an estimator for o? using the method of moments. Is this estimator bi-
ased/unbiased? Is it consistent?
Transcribed Image Text:Let X1, X2, ..., X, be a random sample from a normal distribution with mean µ and variance o?. (a) Find an unbiased estimator for o?. ( b) Show that Σ(x-Χ? Σ (Χ )- nX. i=1 i=1 (c) Find an estimator for o? using the method of moments. Is this estimator bi- ased/unbiased? Is it consistent?
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