Observations Y1,...,Yn are described by the relationship Yi = x2i + i, where x1,... ,xn are fixed

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Observations Y1,...,Yn are described by the relationship Yi = θx2i + εi, where x1,... ,xn are fixed constants and ε1,..., εn are iid n(0, σ2).
(a) Find the least squares estimator of θ.
(b) Find the MLE of θ.
(c) Find the best unbiased estimator of θ.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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