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Problem 4. Suppose X1, . .., In are samples from Ber(p). The MLE of p is X and its MSE is PCP). By the invariance
Problem 4. Suppose X1, . .., In are samples from Ber(p). The MLE of p is X and its MSE is PCP). By the invariance principle the MLE of MSE is X (1-X) n Calculate the bias EL X(1 - X) p(1 - p) n n [hint: use the fact _ _] Xi is Bin(n, p).]
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