Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

5. (39 points) Recall that a discrete random variable Y is said to be Poisson with parameter 9 > 0 if the density {also called

image text in transcribed
image text in transcribed
5. (39 points) Recall that a discrete random variable Y is said to be Poisson with parameter 9 > 0 if the density {also called probability mass function) of Y is Recall further that if Y is Poisson(9), then lE(Y) = 9 and Var(Y) = 9. (a) It turns out that the same formula for the Fisher information can be used for discrete random variables. Show that if Y is a Poisson random variable with parameter 9, then 1 I 9 = -. ( ) 9 For the remaining parts of this problem, suppose that Y1, Y2, . . . , YlriL is a random sample from a Poisson{9} population. (b) Show that 9M0M, the method of moments estimator of 9, is Y1++~+Yn n . MOM = ?= (c) Show that 9M0M is an unbiased estimator of 9. (d) Calculate Var(9MOM). (e) Explain why 9MOM must be the minimum variance unbiased estimator (MVUE) of 9

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Climate Mathematics Theory And Applications

Authors: Samuel S P Shen, Richard C J Somerville

1st Edition

1108750184, 9781108750189

More Books

Students also viewed these Mathematics questions