" Consider that a random variable Y has the following density function, (« y*-1 fy) = Osyso elsewhere where a is known, and satisfies a > 0, and 0 is an unknown parameter. Let Y, be an independent random variable from the distribution fly), with i=1,.,n a) Calculate the bias for the estimator ô = Ỹ = 2 Y/. b) Calculate the mean square error of the estimator ê = Ỹ = 2 /n. cl Propose an unbiased estimator of A and show that it is upbiased

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
Section13.3: Special Probability Density Functions
Problem 30E
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: Consider that a random variable Y has the following density function,
(«y*-1
fG) =} 0a
0sys0
elsewhere
where a is known, and satisfies a > 0, and 0 is an unknown parameter. Let Y, be an independent random variable from
the distribution f(y), with i=1,..,n
a) Calculate the bias for the estimator ê = Ỹ = 2 Y/n.
b) Calculate the mean square error of the estimator ô = Y = 2
c) Propose an unbiased estimator of 0 and show that it is unbiased.
Transcribed Image Text:: Consider that a random variable Y has the following density function, («y*-1 fG) =} 0a 0sys0 elsewhere where a is known, and satisfies a > 0, and 0 is an unknown parameter. Let Y, be an independent random variable from the distribution f(y), with i=1,..,n a) Calculate the bias for the estimator ê = Ỹ = 2 Y/n. b) Calculate the mean square error of the estimator ô = Y = 2 c) Propose an unbiased estimator of 0 and show that it is unbiased.
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