1. Let X1,...Xn be a sequence of independent random variables from a distribution Fe depending on an unknown parameter 0 € R. Let ô, be an estimator of 0 of the form n i=1 where Y; = g(X;) for some known function g. Assume that, for each i = 1, ..., n, the mean of Y; is 0 and the variance is finite. For a given sample x1,..., 500 of size n = 500, we find that O500 Ussing this information, construct an approximate 95%-confidence interval for 0. = 2 and estimate the variance of 0500 by 0.3.

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1. Let X1,...X, be a sequence of independent random variables from a distribution
Fo depending on an unknown parameter 0 e R. Let Ô, be an estimator of 0 of
the form
1
ΣΥ
n
i=1
where Y; = g(X;) for some known function g. Assume that, for each i = 1,... , n,
the mean of Y; is 0 and the variance is finite. For a given sample a1,..., x500
of size n = 500, we find that O500
Ussing this information, construct an approximate 95%-confidence interval for 0.
= 2 and estimate the variance of 0500 by 0.3.
Transcribed Image Text:1. Let X1,...X, be a sequence of independent random variables from a distribution Fo depending on an unknown parameter 0 e R. Let Ô, be an estimator of 0 of the form 1 ΣΥ n i=1 where Y; = g(X;) for some known function g. Assume that, for each i = 1,... , n, the mean of Y; is 0 and the variance is finite. For a given sample a1,..., x500 of size n = 500, we find that O500 Ussing this information, construct an approximate 95%-confidence interval for 0. = 2 and estimate the variance of 0500 by 0.3.
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