Question 2 Let X1, X2, X3 be a random sample from a uniform distribution U(@ – ,0 + }). Consider the following estimators of 0: ô, - X, Ô2 = X(2)+ X(1) + X(3) where X is the sample mean, X(a), X(2), X(3) are the order statistics, that is, the smallest order statistic, the median, and the largest order statistic, respectively. (a) Show that 6, Ô2, and Ôg are unbiased estimators of 0. (b) Find var(0,), var(@2), and var(0,). (c) Compare the estimators. Which estimator would you prefer? Provide a reason.

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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Question 2
Let X1, X2, X3 be a random sample from a uniform distribution U(0 -,0 + ). Consider the following
estimators of 0:
ô, = X,
Ô2 = X(2)+
Xa)+ X(3)
2
where X is the sample mean, X(1), X(2), X(3) are the order statistics, that is, the smallest order statistic, the
median, and the largest order statistic, respectively.
(a) Show that 6, Ô2, and Ôg are unbiased estimators of 0.
(b) Find var(6,), var(@2), and var(0,).
(c) Compare the estimators. Which estimator would you prefer? Provide a reason.
Transcribed Image Text:Question 2 Let X1, X2, X3 be a random sample from a uniform distribution U(0 -,0 + ). Consider the following estimators of 0: ô, = X, Ô2 = X(2)+ Xa)+ X(3) 2 where X is the sample mean, X(1), X(2), X(3) are the order statistics, that is, the smallest order statistic, the median, and the largest order statistic, respectively. (a) Show that 6, Ô2, and Ôg are unbiased estimators of 0. (b) Find var(6,), var(@2), and var(0,). (c) Compare the estimators. Which estimator would you prefer? Provide a reason.
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