1.10 For any set of numbers x1, , xn and a monotone function h(), show that...
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1.10 For any set of numbers x1, ··· , xn and a monotone function h(·), show that the value of a that minimizesn i=1[h(xi)−h(a)]2 is given by a = h−1 n i=1 h(xi)/n
. Find functions h that will yield the arithmetic, geometric, and harmonic means as minimizers.
[Hint: Recall that the geometric mean of non-negative numbers is # xi
1/n and the harmonic mean is
(1/n)
(1/xi)
!−1
. This problem, and some of its implications, is considered by Casella and Berger (1992).]
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Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
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