Let X, (i 1,.,n) be a random sample from the N(4,02) population with unknown ameters u and o2. Then we know that T, = E-1(X-X)²/(n – 1) is an unbiased estimator 3? and further, = 2(X- X) /n and T, = E(X-X)/(n + 1). (n-1)T ~xỉ-1. Now consider two other estimators T2 and T3 for o? where %3D at is the variance of T,? Find out the variances and biases of T2 and T3 and thus obtain their m.s.e.'s.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.6: Exponential And Logarithmic Equations
Problem 64E
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Q7. Let X; (i = 1,.,n) be a random sample from the N(u, o²) population with unknown
parameters u and o?. Then we know that T, = E-1(X - X)²/(n – 1) is an unbiased estimator
-xi-1 . Now consider two other estimators T, and T3 for o? where
of a? and further,
(n-1)T
T2 = E(X – X)*/n and T3 = E(X – X)²/n + 1).
%3D
What is the variance of T,? Find out the variances and biases of T2 and T3 and thus obtain their m.s.e.'s.
Show that among the three estimators T,, T2 and T3 the one with minimum m.s.e. is T3.
Transcribed Image Text:Q7. Let X; (i = 1,.,n) be a random sample from the N(u, o²) population with unknown parameters u and o?. Then we know that T, = E-1(X - X)²/(n – 1) is an unbiased estimator -xi-1 . Now consider two other estimators T, and T3 for o? where of a? and further, (n-1)T T2 = E(X – X)*/n and T3 = E(X – X)²/n + 1). %3D What is the variance of T,? Find out the variances and biases of T2 and T3 and thus obtain their m.s.e.'s. Show that among the three estimators T,, T2 and T3 the one with minimum m.s.e. is T3.
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