Mean and variance
Answer can be one or multiple
Option 2nd is the right option
For example let x follow normal(u,sig^2)
And xbar = (x1+x2....+xn)/n is a estimator which is unbiased
So first option is not correct Because sample mean can not always be equals to parameters because it is based on random observation
Now 2nd option is correct
Because E(xbar) = u this imply xbar is unbiased ,again
Var(xbar) = sig^2/n which is not equal to variance and also we can't calculate variance of a parameter
So only option 2 is right option
Mean and variance Answer can be one or multiple If an estimator is unbiased, then its...
(1) True or False: Please specify your reasons. (i) An estimator is unbiased, if its expected value across different samples equals to the true value of the parameter. (ii) OLS estimator is always unbiased. (iii) We can use n- i-, û to estimate the error variance o2 because it is unbiased. (iv) If the sample size increases, we can have a better estimates of sd(Bo) and sd(B1).
Which unbiased estimator is relatively more efficient? Unbiased Estimator 1: Mean = 50 Variance = 7 Unbiased Estimator 2: Mean = 25 variance = 6
Show that the mean of a random sample of size n is a minimum variance unbiased estimator of the parameter (lambda) of a Poisson population.
An estimator is unbiased if the mean of its sampling distribution is the population parameter being estimated. true or false?
1. An estimator is unbiased if A. the expected value of the estimator is equal to the sample statistic. B. the p-value is less than .05. C. the standard error is small. D. the expected value of the estimator is equal to the true population parameter. 2.If we find that it is unlikely to observe the sample statistic that is actually observed if the null hypothesis is true, then we should A. reject the alternative hypothesis. B. fail to reject...
What is the unbiased residual variance estimator ? Provide its formula.
To show an estimator can be consistent without being unbiased or even asymptotically unbiased, consider the following estimation procedure: To estimate the mean of a population with the nite variance 2, we rst take a random sample of size n. Then, we randomly draw one of n slips of paper numbered from 1 through n, and if the number we draw is 2, 3, , or n, we use as our estimator the mean of the random sample; otherwise, we...
To show an estimator can be consistent without being unbiased or even asymptotically unbiased, consider the following estimation procedure: To estimate the mean of a population with the finite variance σ 2 , we first take a random sample of size n . Then, we randomly draw one of n slips of paper numbered from 1 through n , and • if the number we draw is 2, 3, ··· , or n , we use as our estimator the...
2. The sample variance s2 is known to be an unbiased estimator of the variance σ2. Consider the estimator (σ^)2 of the variance σ2, where (o^)-( Σ (Xi-X )2 ) / N. Calculate the bias of(o^)2 .
10.41] To show an estimator can be consistent without being unbiased or even asymptotically unbiased, consider the following estimation procedure: To estimate the mean of a population with the finite variance σ2, we first take a random sample of size n. Then, we randomly draw one of n slips of paper numbered from 1 through n, and if the number we draw is 2, 3, ..., orn, we use as our estimator the mean of the random sample; otherwise, we...