4.1.c Find the efficiency of ô, relative to 02. eff(@,, Ô2) = ? 4.1.d Prove that ô, and ô, are consistent for 0

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter11: Topics From Analytic Geometry
Section: Chapter Questions
Problem 47RE
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Part C and D 

Question 4.1
Yı, Y2, . Yn are n iid observations from Y~UNIF(0,0)
For this problem assume n is always an odd integer.
Given information:
If n is odd and M = the median of n iid observations from UNIF(0,0), then
E (M) = º
82
V(M) =
4(n+2)
4.1.a
Define an estimator for e that is unbiased and a function of M. Name it n1. Find
E(ê,) and Var(ê,)
4.1.b
Define an estimator for e that is unbiased and a function of Y. Name it ê,. Find
E(62) and Var(6,)
Transcribed Image Text:Question 4.1 Yı, Y2, . Yn are n iid observations from Y~UNIF(0,0) For this problem assume n is always an odd integer. Given information: If n is odd and M = the median of n iid observations from UNIF(0,0), then E (M) = º 82 V(M) = 4(n+2) 4.1.a Define an estimator for e that is unbiased and a function of M. Name it n1. Find E(ê,) and Var(ê,) 4.1.b Define an estimator for e that is unbiased and a function of Y. Name it ê,. Find E(62) and Var(6,)
4.1.c
Find the efficiency of ê, relative to ô2. eff(ô,, Ô2) = ?
%3D
4.1.d
Prove that ô, and ê, are consistent for e
Transcribed Image Text:4.1.c Find the efficiency of ê, relative to ô2. eff(ô,, Ô2) = ? %3D 4.1.d Prove that ô, and ê, are consistent for e
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