Q6. (a) Let X; (i = 1, ..,n) be independent random varables E(X;) = u and var(X;) = of (i = 1, .,n). Let a = E-1a; X; be an unbiased estimator of u where a; are constants. Find out how the a, are to be chosen if you wish to minimize var(@). (b) The bias and the mean squared error of an estimator Ô of a parameter 6 are defined as Bias (Ô) = b(ê ) = E(ê) – 0 and m.s.e (Ô) = E{(@ – 0)²}, respectively. Show that m.s.e (6) var(ð) +{b(ê )}*.

Q6. (a) Let X; (i = 1, ..,n) be independent random varables E(X;) = u and var(X;) = of (i = 1, .,n). Let a = E-1a; X; be an unbiased estimator of u where a; are constants. Find out how the a, are to be chosen if you wish to minimize var(@). (b) The bias and the mean squared error of an estimator Ô of a parameter 6 are defined as Bias (Ô) = b(ê ) = E(ê) – 0 and m.s.e (Ô) = E{(@ – 0)²}, respectively. Show that m.s.e (6) var(ð) +{b(ê )}*.

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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