
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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![Problem 3. For i = 1,2, let X;,1,.. , Xị,n, consistute a sample of size n; from a population having
unknown mean u and known variance of. For X; = +E, Xij, i = 1,2, a biostatistician suggests
that the "optimal" estimator of the unknown parameter u is u = wiX1+ W2X2, where the weights are
chosen so that the following two conditions are simultaneously satisfied:
• E[f] = 4, i.e., the estimator is unbiased
• Varſi), the variance of the estimator, is minimized.
Derive explicit expressions for the particular choices of wi and wz that simultaneously satisfy these
two conditions, and then interpret your findings.](https://content.bartleby.com/qna-images/question/ca7c46fd-25f4-4761-855a-dea046168780/c9ea58ca-6d80-48d3-908e-737e723cf9bc/q904r6q_thumbnail.png)
Transcribed Image Text:Problem 3. For i = 1,2, let X;,1,.. , Xị,n, consistute a sample of size n; from a population having
unknown mean u and known variance of. For X; = +E, Xij, i = 1,2, a biostatistician suggests
that the "optimal" estimator of the unknown parameter u is u = wiX1+ W2X2, where the weights are
chosen so that the following two conditions are simultaneously satisfied:
• E[f] = 4, i.e., the estimator is unbiased
• Varſi), the variance of the estimator, is minimized.
Derive explicit expressions for the particular choices of wi and wz that simultaneously satisfy these
two conditions, and then interpret your findings.
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