Find the Cramr-Rao lower bound for p in the Bernoulli model (use the results from Exercise 10.6).

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Find the Cramér-Rao lower bound for p in the Bernoulli model (use the results from Exercise 10.6). In Section 10.3 we derived that the MLE for p is b p Æ Xn. Compute var

b p

. Compare var

b p

with the CRLB.

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:01 AM

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Find the Cramr-Rao lower bound for p in the Bernoulli model (use the results from Exercise 10.6).

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Probability And Statistics For Economists

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