a. Show that X2 is not an unbiased estimator for u?. [Hint: For any rv Y, E(Y) = V(Y) + [E{Y)]°. Apply this with Y= X.] b. For what value of kis the estimator X2 - ks unbiased for u?? [Hint: Compute E( X - ks²).]

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section: Chapter Questions
Problem 32T
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Using a long rod that has length μ, you are going to lay out a square plot in which the length of each side is μ. Thus the area of the plot will be μ2
 However, you do not know the value of μ, so you decide to make n independent measurements X1, X2,..., Xn of the length.
Assume that each Xi has mean μ (unbiased measurements) and variance σ2.


 

a. Show that X2 is not an unbiased estimator for u?. [Hint: For any
rv Y, E(Y) = V(Y) + [E{Y)]°. Apply this with Y= X.]
b. For what value of kis the estimator X2 - ks unbiased for u??
[Hint: Compute E( X - ks²).]
Transcribed Image Text:a. Show that X2 is not an unbiased estimator for u?. [Hint: For any rv Y, E(Y) = V(Y) + [E{Y)]°. Apply this with Y= X.] b. For what value of kis the estimator X2 - ks unbiased for u?? [Hint: Compute E( X - ks²).]
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