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Let X1, X2, ..., Xn ~ fx(2;0) where fx(x; 0) is some unspecified distribution, but we have the following information: E( X = Var(X) =

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Let X1, X2, ..., Xn ~ fx(2;0) where fx(x; 0) is some unspecified distribution, but we have the following information: E( X = Var(X) = 1 E(X 3) = 03 + 30 E(X4) = 04+602 +3 1. (5 points) Derive the method of moments estimator OMM, compute its bias bias(OMM) and variance Var(OMM) 2. (15 points) For each of the following estimators, compute their bias and variance 1 . 01 = - 1+-Ex? 2. 02 = LE ( X i - X1 - Xn)? n i=1 3. 03 = X

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