6 14 Let X1, ,Xn be iid as N(0, 2) (a) Show that n k Xi n is a consistent estimator of if and only if k 2 (b) Determine the ARE of with k 2 with respect to the MLE X2 i n ...

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6.14 Let X1,...,Xn be iid as N(0, 2). (a) Show that n = k|Xi|/n is a consistent...

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6.14 Let X1,...,Xn be iid as N(0, σ2).

(a) Show that δn = k|Xi|/n is a consistent estimator of σ if and only if k = √π/2.

(b) Determine the ARE of δ with k = √π/2 with respect to the MLE *

X2 i /n.

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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Question Posted: Nov 01, 2024 05:00 AM

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6.14 Let X1,...,Xn be iid as N(0, 2). (a) Show that n = k|Xi|/n is a consistent estimator of if and only if k = /2. (b) Determine the ARE of with k = /2 with respect to the MLE * X2 i /n.
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6.14 Let X1,...,Xn be iid as N(0, 2). (a) Show that n = k|Xi|/n is a consistent...

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