Question
Suppose X1, X2,..., Xn are i.i.d. random variables with PDF p(x) = ¿e-¤/® for x > 0 and 0 is a
positive constant.
Show that X is an unbaised estimator for 0.
Find MSE(X) in estimating 0.
Show that X² is a baised estimator for 0² .
Find MSE(X²) in estimating 0².
Suggest an unbaised estimator for 0²
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Suppose X1, X2,..., Xn are i.i.d. random variables with PDF p(x) = ¿e-¤/® for x > 0 and 0 is a positive constant. Show that X is an unbaised estimator for 0. Find MSE(X) in estimating 0. Show that X² is a baised estimator for 0² . Find MSE(X²) in estimating 0². Suggest an unbaised estimator for 0²

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