# , , Yn is a random sample from a distribution with pdf f,0% θ)-22, 3. (20 points) If Y., Y2, 0 Syse, a. find cÝ, where c is a constant, that is an unbiased estimator of θ; and b. show that the varian...

, , Yn is a random sample from a distribution with pdf f,0% θ)-22, 3. (20 points) If Y., Y2, 0 Syse, a. find cÝ, where c is a constant, that is an unbiased estimator of θ; and b. show that the variance of is less than the Cramér-Rao lower bound for fr (y; 0) c. Why isn't this a violation of the Cramér-Rao inequality?

Given the PDF .

a) The mean of the given random variable is

For the estimator to be unbiased,

b) The variance of the given random variable is

The variance of the estimator is

Cramer-Rao Lower bound is

Now,

We can see that . The variance is less than Cramer's-Rao lower bound.

c) The condition

Is not met. Hence this is not a violation of the Cramer's-Rao in equality.

#### Earn Coin

Coins can be redeemed for fabulous gifts.

Similar Homework Help Questions
• ### 1. Let Xi,..., Xn be a random sample from a distribution with p.d.f. f(x:0)-829-1 , 0...

1. Let Xi,..., Xn be a random sample from a distribution with p.d.f. f(x:0)-829-1 , 0 < x < 1. where θ > 0. (a) Find a sufficient statistic Y for θ. (b) Show that the maximum likelihood estimator θ is a function of Y. (c) Determine the Rao-Cramér lower bound for the variance of unbiased estimators 12) Of θ

• ### 5. Let Yi,Y2, , Yn be a random sample of size n from the pdf (a)...

5. Let Yi,Y2, , Yn be a random sample of size n from the pdf (a) Show that θ = y is an unbiased estimator for θ (b) Show that θ = 1Y is a minimum-variance estimator for θ.

• ### QUESTION8 Let Y,,Y2, ..., Yn denote a random sample of size n from a population whose...

QUESTION8 Let Y,,Y2, ..., Yn denote a random sample of size n from a population whose density is given by (a) Find the maximum likelihood estimator of θ given α is known. (b) Is the maximum likelihood estimator unbiased? (c) is a consistent estimator of θ? (d) Compute the Cramer-Rao lower bound for V(). Interpret the result. (e) Find the maximum likelihood estimator of α given θ is known.

• ### Question 5 15 marks] Let X be a random variable with pdf -{ fx(z) = - 0<r<1 (1) 0 :otherwise, Xa, n>2, be...

Question 5 15 marks] Let X be a random variable with pdf -{ fx(z) = - 0<r<1 (1) 0 :otherwise, Xa, n>2, be iid. random variables with pdf where 0> 0. Let X. X2.... given by (1) (a) Let Ylog X, where X has pdf given by (1). Show that the pdf of Y is Be- otherwise, (b) Show that the log-likelihood given the X, is = n log0+ (0- 1)log X (0 X) Hence show that the maximum likelihood...

• ### 5. Consider a random sample Y1, . . . , Yn from a distribution with pdf f(y|θ) = 1 θ 2 xe−x/θ , 0 < x < ∞. Calcula...

5. Consider a random sample Y1, . . . , Yn from a distribution with pdf f(y|θ) = 1 θ 2 xe−x/θ , 0 < x < ∞. Calculate the ML estimator of θ. 6. Consider the pdf g(y|α) = c(1 + αy2 ), −1 < y < 1. (a) Show that g(y|α) is a pdf when c = 3 6 + 2α . (b) Calculate E(Y ) and E(Y 2 ). Referencing your calculations, explain why M1 can’t be...

• ### Let X1, X2, ..., Xn be a random sample from the distribution with pdf f(3;6) =...

Let X1, X2, ..., Xn be a random sample from the distribution with pdf f(3;6) = V porta exp ( 0) 10.02) for some parameter 2 > 0. (a) Find the MLE for 0. (b) Find the Cramér-Rao lower bound for the variance of all unbiased estimators of 0. (c) Find the asymptotic distribution of your MLE from part (a).

• ### 4. Let Yi, ½, . . . , Yn be a random sample from some pdf/pmf...

4. Let Yi, ½, . . . , Yn be a random sample from some pdf/pmf f(y; θ)·Let W be a point estimator h(y, Y2, . . . , Yn) for θ. The bias of W as a point estimator for θ is defined as W Blase(W) = E(W)- The mean square error of W is defined as MSEe(W) = E(W-0)2 (a) Using properties of expected values, and the definition of variance from PSTAT 120A/B, show that MSEe(W) = Vare(W)...

• ### 2. Let Yı, ..., Yn be a random sample from an Exponential distribution with density function...

2. Let Yı, ..., Yn be a random sample from an Exponential distribution with density function e-, y > 0. Let Y(1) minimum(Yi, , Yn). (a) Find the CDE of Y) b) Find the PDF of Y (c) Is θ-Yu) is an unbiased estimator of θ? Show your work. (d) what modification can be made to θ so it's unbiased? Explain.

• ### Suppose X1, X2, ..., Xn is an iid sample from fx(r ja-θ(1-z)0-11(0 1), where x θ>0....

Suppose X1, X2, ..., Xn is an iid sample from fx(r ja-θ(1-z)0-11(0 1), where x θ>0. (a) Find the method of moments (MOM) estimator of θ. (b) Find the maximum likelihood estimator (MLE) of θ (c) Find the MLE of Po(X 1/2) d) Is there a function of θ, say T 0), for which there exists an unbiased estimator whose variance attains the Cramér-Rao Lower Bound? If so, find it and identify the corresponding estimator. If not, show why not.

• ### Let X,X,, X, be a random sample of size 3 from a uniform distribution having pdf /(x:0) = θ,0 < x < 0,0 < θ, and let):く,), be the corresponding order statistics. a. Show that 2Y, is an unbi...

Let X,X,, X, be a random sample of size 3 from a uniform distribution having pdf /(x:0) = θ,0 < x < 0,0 < θ, and let):く,), be the corresponding order statistics. a. Show that 2Y, is an unbiased estimator of 0 and find its variance. b. Y is a sufficient statistic for 8. Determine the mean and variance of Y c. Determine the joint pdf of Y, and Y,, and use it to find the conditional expectation Find the...