Q2. Let X, X2, ..., X, be a random sample from a population having mean µ and variance o. Consider the following estimators of µ. X1+2X2+2X3 5 X1-X2+X3+8 02

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Q2. Let X1, X2, …, Xn be a random sample from a population having mean µ and variance σ^2.
Consider the following estimators of µ.
?1 =(?1+2?2+2?3)/5

?2 =(?1−?2+?3+8)/4

d) Calculate ???[?2].
e) Determine the relative efficiency of ?1 to ?2.
f) Which estimator is better and why?

Q2. Let X1, X2, ..., X, be a random sample from a population having mean p and variance o.
Consider the following estimators of µ.
X1+2X2+2X3
X1-X2+X3+8
02
%3D
4
Transcribed Image Text:Q2. Let X1, X2, ..., X, be a random sample from a population having mean p and variance o. Consider the following estimators of µ. X1+2X2+2X3 X1-X2+X3+8 02 %3D 4
d)
e)
f)
Calculate Var[02].
Determine the relative efficiency of 0, to 82.
Which estimator is better and why?
Transcribed Image Text:d) e) f) Calculate Var[02]. Determine the relative efficiency of 0, to 82. Which estimator is better and why?
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