Question
5. Suppose that X1, X2, ..., X are i.i.d N(0,1), where 0 E R is unknown. Let p = Po(X1 > 0). (a) Find
5. Suppose that X1, X2, ..., X are i.i.d N(0,1), where 0 E R is unknown. Let p = Po(X1 > 0). (a) Find the maximum likelihood estimator b of t. (b) Find an approximate 95% confidence interval for . 1,...,n. Define = (1/n) Yi. Show that b is a (c) Let Y; = 1{X; > 0}, for i consistent estimator of p. (d) Which estimator of , or b, is more preferable in this model.
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
4th Edition
9579701075, 321500466, 978-0176861117, 176861114, 978-0134995472, 978-0321500465
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