Let X₁, X2,..., Xn be a random sample on the random variable that is uniformly distributed over the interval (1,0) Cit 1:1

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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6. Let X₁, X2, ..., Xn be a random sample on the random variable that is uniformly distributed over
the interval (1,0)
(a) Find the moment estimator, 0* of and the maximum likelihood estimator 0 of 0
(b) Show that 0* is unbiased but Ô is biased
(c) Compute the bias of Ô and find the estimator ♬ that is a function of ô and unbiased.
(d) Find the variance of 0* and 7
(e) Show that both * and are consistent estimators of
(f) Find RE (7,0*) and comment on your results
Transcribed Image Text:6. Let X₁, X2, ..., Xn be a random sample on the random variable that is uniformly distributed over the interval (1,0) (a) Find the moment estimator, 0* of and the maximum likelihood estimator 0 of 0 (b) Show that 0* is unbiased but Ô is biased (c) Compute the bias of Ô and find the estimator ♬ that is a function of ô and unbiased. (d) Find the variance of 0* and 7 (e) Show that both * and are consistent estimators of (f) Find RE (7,0*) and comment on your results
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