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2. Consider T = T(X1,···,Xn) = √π/21 |X;\/n. Show that T is an unbiased and consistent estimator of σ. Solution: i=1 3. Compute asymptotic relative efficiency of Tn with respect to ML; lim n→X V(ÔML). V(Tn) Do you choose ÔμL or T to make a confidence interval for σ? Explain using the asymptotic relative efficiency Solution: Question 5. iid Let Xi ~ N(0, 2) for i = 1, 2,...,n, where σ² is unknown. 1. Find ML, the MLE of σ, and show that ML is a consistent estimator of σ. Solution:

2. Consider T = T(X1,···,Xn) = √π/21 |X;\/n. Show that T is an unbiased and consistent estimator of σ. Solution: i=1 3. Compute asymptotic relative efficiency of Tn with respect to ML; lim n→X V(ÔML). V(Tn) Do you choose ÔμL or T to make a confidence interval for σ? Explain using the asymptotic relative efficiency Solution: Question 5. iid Let Xi ~ N(0, 2) for i = 1, 2,...,n, where σ² is unknown. 1. Find ML, the MLE of σ, and show that ML is a consistent estimator of σ. Solution:

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter2: Equations And Inequalities
Section2.1: Equations
Problem 75E
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2. Consider T = T(X1,···,Xn) = √π/21 |X;\/n. Show that T is an unbiased and consistent estimator of σ. Solution: i=1 3. Compute asymptotic relative efficiency of Tn with respect to ML; lim n→X V(ÔML). V(Tn) Do you choose ÔμL or T to make a confidence interval for σ? Explain using the asymptotic relative efficiency Solution:
Transcribed Image Text:2. Consider T = T(X1,···,Xn) = √π/21 |X;\/n. Show that T is an unbiased and consistent estimator of σ. Solution: i=1 3. Compute asymptotic relative efficiency of Tn with respect to ML; lim n→X V(ÔML). V(Tn) Do you choose ÔμL or T to make a confidence interval for σ? Explain using the asymptotic relative efficiency Solution:
Question 5. iid Let Xi ~ N(0, 2) for i = 1, 2,...,n, where σ² is unknown. 1. Find ML, the MLE of σ, and show that ML is a consistent estimator of σ. Solution:
Transcribed Image Text:Question 5. iid Let Xi ~ N(0, 2) for i = 1, 2,...,n, where σ² is unknown. 1. Find ML, the MLE of σ, and show that ML is a consistent estimator of σ. Solution:
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