Problem Suppose that X;, i=1, ., n, are iid Bernoulli(p). (a) Show that the variance of the MLE of p attains the Cramér-Rao Lower Bound. (b) For n2 4, show that the product X1X2X3X4 is an unbiased estimator of p, and use this fact to find the best unbiased estimator of p4.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Suppose that X;, i= 1, ., n, are iid Bernoulli(p).
(a) Show that the variance of the MLE of p attains the Cramér-Rao Lower Bound.
(b) For nz 4, show that the product X,X2X3X4 is an unbiased estimator of p, and use this fact
to find the best unbiased estimator of p4.
Transcribed Image Text:Problem Suppose that X;, i= 1, ., n, are iid Bernoulli(p). (a) Show that the variance of the MLE of p attains the Cramér-Rao Lower Bound. (b) For nz 4, show that the product X,X2X3X4 is an unbiased estimator of p, and use this fact to find the best unbiased estimator of p4.
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