Let X1,..., Xn denote a random sample from a normal distribution with mean zero and variance 0 > 0. Show that ", X? is an unbiased estimator of 0 and has variance 26 /n.

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter11: Data Analysis And Probability
Section: Chapter Questions
Problem 8CR
icon
Related questions
Question
100%

 

Please see attached mathematical statistics question below. 

 

How to show the unbiased estimator of theta has variance
2theta^2/n.

 

 

 

Please do not reject question if you do not know how to solve this problem. Allow another expert a chance to answer this question.

Let X1,..., X, denote a random sample from a normal distribution with mean zero and
variance 0 > 0. Show that 1 , X? is an unbiased estimator of 6 and has variance
262 /n.
n i=1
Transcribed Image Text:Let X1,..., X, denote a random sample from a normal distribution with mean zero and variance 0 > 0. Show that 1 , X? is an unbiased estimator of 6 and has variance 262 /n. n i=1
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Point Estimation, Limit Theorems, Approximations, and Bounds
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, probability and related others by exploring similar questions and additional content below.
Recommended textbooks for you
Holt Mcdougal Larson Pre-algebra: Student Edition…
Holt Mcdougal Larson Pre-algebra: Student Edition…
Algebra
ISBN:
9780547587776
Author:
HOLT MCDOUGAL
Publisher:
HOLT MCDOUGAL