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6.3.13 Suppose (x1,..., xn) is a sample from a Bernoulli() with [0, 1] unknown. (a) Show that -n i=1(xi x)2 = nx(1 x). (Hint: x2
6.3.13 Suppose (x1,..., xn) is a sample from a Bernoulli() with [0, 1] unknown. (a) Show that -n i=1(xi x)2 = nx(1 x). (Hint: x2 i = xi .)
(b) If X Bernoulli( ), then 2 = Var(X) = (1 ). Record the relationship between the plug-in estimate of 2 and that given by s2 in (5.5.5). (c) Since s2 is an unbiased estimator of 2 (see Problem 6.3.23), use the results in part (b) to determine the bias in the plug-in estimate. What happens to this bias as n ?
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