û = ax + by, where a and b are real numbers. Find the expected value of this estimator in terms of a and b (type mu for μ): E(p): In order for this estimator to be unbiased, what must be the value of o in terms of u? b = With this value of b, what is the variance of this estimator in terms of a? var(p) = What values of a and b yield the minimum-variance unbiased estimator for ? a b

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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A normal distribution with unknown mean μ and variance 10 is sampled once, yielding the value x. A different normal distribution with mean 2μ and
variance 12 is also sampled, yielding the value y.
Consider the estimators for the mean of the form
μ = ax + by, where a and b are real numbers.
Find the expected value of this estimator in terms of a and b (type mu for μ):
E(p) = 0
In order for this estimator to be unbiased, what must be the value of o in terms of a?
b =
With this value of b, what is the variance of this estimator in terms of a?
var(p)
What values of a and b yield the minimum-variance unbiased estimator for ?
a =
b=
=
Transcribed Image Text:A normal distribution with unknown mean μ and variance 10 is sampled once, yielding the value x. A different normal distribution with mean 2μ and variance 12 is also sampled, yielding the value y. Consider the estimators for the mean of the form μ = ax + by, where a and b are real numbers. Find the expected value of this estimator in terms of a and b (type mu for μ): E(p) = 0 In order for this estimator to be unbiased, what must be the value of o in terms of a? b = With this value of b, what is the variance of this estimator in terms of a? var(p) What values of a and b yield the minimum-variance unbiased estimator for ? a = b= =
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