Question: For the continuous distribution of the interval 0 to a, we have two unbiased estimators for a: the moment estimator a1 = 2X and a2

For the continuous distribution of the interval 0 to a, we have two unbiased estimators for a: the moment estimator a1 = 2X and a2 = [(n + 1/n] max (Xi), where max (Xi) is the largest observation in a random sample of size n (see Exercise 7-26). It can be shown that V(a1) = a2/(3n) and that V(a1) =a2/[n)n+2)]. Show that if n > 1, a2 is a better estimator than. In what sense is it a better estimator of a?

Step by Step Solution

3.38 Rating (173 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

For any n1 nn2 3n so the v... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (1 attachment)

Word file Icon

M-S-P-E (27).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!