Suppose that a single observation X is taken from the normal distribution with mean 0 and unknown standard deviation 0 Find an unbiased estimator of , determine its variance, and show that this variance is greater than 1 I () for every value of 0 The value of I () was found in Exercise 4 ...

We shall attack this exercise by trying to find an estimator of the fo ...

Suppose that a single observation X is taken from the normal distribution with mean 0 and unknown

Question:

Suppose that a single observation X is taken from the normal with mean 0 and unknown standard deviation σ > 0. Find an unbiased estimator of σ, determine its variance, and show that this variance is greater than 1/I (σ) for every value of σ > 0. The value of I (σ) was found in Exercise 4.
Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...