4. In each case below, the outcome of some function, T(X(n)), of n iid random variables X(n)(X1,...,
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4. In each case below, the outcome of some function, T(X(n)), of n iid random variables X(n)¼(X1,..., Xn) is being considered for providing an estimate of some function of parameters, q(y). Determine whether E(T(X(n))) ¼ q(y), limn!1E T XðnÞ
¼ qð Þy , and p lim TðXðnÞÞ ¼ qðyÞ.
(a) Xi’s ~ iid Gamma(a,b) and T(X(n)) ¼ X n is being used to estimate q(a,b)¼ab.
(b) Xi’s iid Gamma(a,b) and TðXðnÞÞ ¼ Pn i¼1 Xi X n 2
/
(n1) is being used to estimate q(a,b)¼ab2
(c) Xi’s ~ iid Bernoulli (p) and TðXðnÞÞ ¼ X nð1 X nÞ is being used to estimate q(p) ¼ p(1p).
(d) Xi’s iid N(m,s2
) and TðXðnÞÞ¼ðPn i¼1 Xi n1=2Þ=ðn þ 1Þ
is used to estimate m.
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Mathematical Statistics For Economics And Business
ISBN: 9781461450214
2nd Edition
Authors: Ron C. Mittelhammer
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