MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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Suppose we have independent random variables Yi,...,Yn with
Y; = 0x; + ei,
i = 1,..., n,
%3D
iid
where r1,..., xn are fixed, known constants, 0 is a fixed but unknown parameter, and e;
Normal(0, o?).
a)
What is the distribution of Y;? Are the Y;'s independent?
b)
Show that Yn/ã is an unbiased estimator of 0 and calculate its variance.
c)
Show that (1/n)E(Yi/xi) is an unbiased estimator of 0 and calculate its variance.
i=1
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Transcribed Image Text:Suppose we have independent random variables Yi,...,Yn with Y; = 0x; + ei, i = 1,..., n, %3D iid where r1,..., xn are fixed, known constants, 0 is a fixed but unknown parameter, and e; Normal(0, o?). a) What is the distribution of Y;? Are the Y;'s independent? b) Show that Yn/ã is an unbiased estimator of 0 and calculate its variance. c) Show that (1/n)E(Yi/xi) is an unbiased estimator of 0 and calculate its variance. i=1
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