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MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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Suppose X1, X2, X3, X4 be i.i.d. normal random variables with mean 0 and variance sigma^2, where sigma^2 is the unknown parameter.
Consider the following estimators: T1 = X1 - X2 + X4, T2 = 1/3(X1 + X1 + X4), T3... T4... T5 = 1/2|X1 - X2|
(a) Is T1 unbiased for sigma^2, for i = 1,2,3,4
(b) Among the estimators T1,...,T4 for sigma^2, which has the smallest MSE?
(c) Is T5 unbiased for sigma? If not, find a constant k so that k*T5 is unbiased for sigma^2. Evaluate the MSE of T5.

Transcribed Image Text:Suppose X1, X2, X3, X4 be i.i.d. normal random variables with mean 0 and variance o?, where
o is the unknown parameter. Consider the following estimators: T1 X- X2 + X4, T2 =
3(X? + X3 + X3), T3 Ex, T L(X-X), and Ts X1- Xal.
%3D
(a) Is T, unbiased for o?, for i 1,2,3, 4?
(b) Among the estimators T,...,T4 for o?, which has the smallest MSE?
(c) Is T, unbiased for o? If not, find a constant k so that KT, is unbiased for o. Evaluate the MSE
of T3.
%D
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