Let X be distributed Bernoulli P X 1 p and P X 0 1p (a) Show that p E X (b) Write down the moment estimator b p of p (c) Find var b p (d) Find the asymptotic distribution of p n b p p as n 1 ...

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Let X be distributed Bernoulli P[X 1] p and P[X 0] 1p. (a)

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Let X be distributed Bernoulli P[X Æ 1] Æ p and P[X Æ 0] Æ 1¡p.

(a) Show that p Æ E[X].

(b) Write down the moment estimator b p of p.

(c) Find var

b p

(d) Find the asymptotic distribution of p

b p ¡p

as n!1.

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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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Let X be distributed Bernoulli P[X 1] p and P[X 0] 1p. (a)

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Probability And Statistics For Economists

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