Question

let X1,X2,..............,Xn be a r.s from N(θ,1). Find the best unbiased estimator for (θ)^2

let X1,X2,..............,Xn be a r.s from N(θ,1). Find the best unbiased estimator for (θ)^2

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let X1, X2, ..., Xn be a random sample (of size n) from U(0,θ). Let Yn...
Let X1, X2, ..., Xn be a random sample (of size n) from U(0,θ). Let Yn be the maximum of X1, X2, ..., Xn. (a) Give the pdf of Yn. (b) Find the mean of Yn. (c) One estimator of θ that has been proposed is Yn. You may note from your answer to part (b) that Yn is a biased estimator of θ. However, cYn is unbiased for some constant c. Determine c. (d) Find the variance of cYn,...
6. Let θ > 1 and let X1, X2, ..., Xn be a random sample from...
6. Let θ > 1 and let X1, X2, ..., Xn be a random sample from the distribution with probability density function f(x; θ) = 1/(xlnθ) , 1 < x < θ. a) Obtain the maximum likelihood estimator of θ, ˆθ. b) Is ˆθ a consistent estimator of θ? Justify your answer.
Let X1, X2, ..., Xn be a random sample from a distribution with probability density function...
Let X1, X2, ..., Xn be a random sample from a distribution with probability density function f(x; θ) = (θ 4/6)x 3 e −θx if 0 < x < ∞ and 0 otherwise where θ > 0 . a. Justify the claim that Y = X1 + X2 + ... + Xn is a complete sufficient statistic for θ. b. Compute E(1/Y ) and find the function of Y which is the unique minimum variance unbiased estimator of θ. b.  Compute...
X1, X2,...Xn are iid random variables from a U(0,b) distribution. Which estimator is an unbiased estimator...
X1, X2,...Xn are iid random variables from a U(0,b) distribution. Which estimator is an unbiased estimator for b? 2 X bar n X bar n 1/n (X1squared + X2squared +....Xnsquared) 1/n2(X1squared + X2squared +....Xnsquared)
Let X1, X2, . . . , Xn be iid random variables with pdf f(x|θ) =...
Let X1, X2, . . . , Xn be iid random variables with pdf f(x|θ) = θx^(θ−1) , 0 < x < 1, θ > 0. Is there an unbiased estimator of some function γ(θ), whose variance attains the Cramer-Rao lower bound?
Let X1,X2...Xn be i.i.d. with N(theta, 1) a) find the CR Rao lower-band for the variance...
Let X1,X2...Xn be i.i.d. with N(theta, 1) a) find the CR Rao lower-band for the variance of an unbiased  estimator of theta b)------------------------------------of theta^2 c)-----------------------------------of P(X>0)
Let X1,...,Xn be iid exp(θ) rvs. (a) Compute the pdf of Xmin. (b) Create an unbiased...
Let X1,...,Xn be iid exp(θ) rvs. (a) Compute the pdf of Xmin. (b) Create an unbiased estimator for θ based on Xmin. Compute the variance of the resulting estimator. (c) Perform a Monte Carlo simulation of N= 10,0000 samples of your unbiased estimator from part (b) using θ = 2 and n = 100 to validate your answer. Include a histogram of the samples. (d) Which is more efficient: your estimator from part (b) or the MLE for θ? (e)...
Let X1, X2, · · · , Xn be a random sample from the distribution, f(x;...
Let X1, X2, · · · , Xn be a random sample from the distribution, f(x; θ) = (θ + 1)x^ −θ−2 , x > 1, θ > 0. Find the maximum likelihood estimator of θ based on a random sample of size n above
Let X1, X2 · · · , Xn be a random sample from the distribution with...
Let X1, X2 · · · , Xn be a random sample from the distribution with PDF, f(x) = (θ + 1)x^θ , 0 < x < 1, θ > −1. Find an estimator for θ using the maximum likelihood
Let X1, X2, ·······, Xn be a random sample from the Bernoulli distribution. Under the condition...
Let X1, X2, ·······, Xn be a random sample from the Bernoulli distribution. Under the condition 1/2≤Θ≤1, find a maximum-likelihood estimator of Θ.
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT