In this exercise, we illustrate the direct use of the Rao-blackwell Theorem. Let Y1,Y2.,YN be indepedent...
Fantastic news! We've Found the answer you've been seeking!
Question:
Transcribed Image Text:
In this exercise, we illustrate the direct use of the Rao-blackwell Theorem. Let Y1,Y2.,YN be indepedent Bernoulli random variables with p(yilp)=pY(1-p)-Y!, yi=0,1. That is, P(Yi=1)=p and P(Yi=0)=1-p. Find the MVUE of p(1-p), which is a term in the variance of Yi or W=EYi, by the following steps. a) Let T = {1, if Y1 = 1 and Y2 = 0; 0 elsewhere. Show that E(T)=p(1-p) b) show that P(T=1|W=w)%3Dw(n-w) / n(n-1) Let Y1, Y2, ., Yn constituted a random sample from the pdf f(y|0) = { (0 + 1)y, 0<0< 1; 0 > -1, {0, otherwise Find an estimator for 0 by the method of moments. Show that the estimator is consistent. Is the estimator a - E In( Y funciton of the sufficient statistic that we can obtain from the factoriztion criterion? what implication does this have? In this exercise, we illustrate the direct use of the Rao-blackwell Theorem. Let Y1,Y2.,YN be indepedent Bernoulli random variables with p(yilp)=pY(1-p)-Y!, yi=0,1. That is, P(Yi=1)=p and P(Yi=0)=1-p. Find the MVUE of p(1-p), which is a term in the variance of Yi or W=EYi, by the following steps. a) Let T = {1, if Y1 = 1 and Y2 = 0; 0 elsewhere. Show that E(T)=p(1-p) b) show that P(T=1|W=w)%3Dw(n-w) / n(n-1) Let Y1, Y2, ., Yn constituted a random sample from the pdf f(y|0) = { (0 + 1)y, 0<0< 1; 0 > -1, {0, otherwise Find an estimator for 0 by the method of moments. Show that the estimator is consistent. Is the estimator a - E In( Y funciton of the sufficient statistic that we can obtain from the factoriztion criterion? what implication does this have?
Expert Answer:
Answer rating: 100% (QA)
From the information observe that the direct case of RaoBlackwell theorem Y Co... View the full answer
Related Book For
Probability and Statistics
ISBN: 978-0321500465
4th edition
Authors: Morris H. DeGroot, Mark J. Schervish
Posted Date:
Students also viewed these accounting questions
-
In this exercise we consider matching problems where there may be different numbers of men and women, so that it is impossible to match everyone with a member of the opposite gender. a) Extend the...
-
In this exercise we use the Girsanov theorem to price the chooser option. The chooser option is an exotic option that gives the holder the right to choose, at some future date, between a call and a...
-
In this exercise we will use Bayes' theorem to solve the Monty Hall puzzle (Example 10 in Section 7.1). Recall that in this puzzle you are asked to select one of three doors to open. There is a large...
-
The best or alpha project managers spend more time on every process group than other project managers except for which one? A. initiating B. planning C. executing D. monitoring and controlling
-
Gother City Hospital is unionized. In 20X6, nurses received an average annual salary of $45,000. The hospital administrator is considering changes in the contract with nurses for 20X7. In turn, the...
-
How are each of the following events likely to affect the value of the dollar relative to the euro? a. Interest rates in the European Union increase relative to the United States b. The European...
-
Which of the following indicates a satisfactory situation from the viewpoint of good internal control? (a) The cashier reports to the treasurer. (b) Payroll accounting reports to the controller. (c)...
-
In analyzing the performance of a thermal system, the engineer must be able to identify the relevant heat transfer processes. Only then can the system behavior be properly quantified. For the...
-
A proposal will be one to two pages and provide the following information: 1. selected the company, and a brief overview of the company, including its primary product or service, 2. interview or have...
-
Bell Corporation purchases all of the outstanding stock of Stockdon Corporation for $220,000 in cash on January 1, 2017. On the purchase date, Stockdon Corporation has the following condensed balance...
-
Airline Industry Air travel plays an important role in the globalization of economies which generates many valuable, positive impacts. It allows us to connect more people and places, increasing...
-
Topic: The impact of opioid crisis in Pennsylvania - Literature review examining the initiatives and strategies implemented by the city to overcome the problem Methods - Discuss Methods to be used...
-
The amount of revenue to be recognized from grants depends on the type of grant. The following relate to three grants that the town of College Hills received from the state during its fiscal year...
-
Music Video: "When I was Your Man"- Bruno Mars Link: https://youtu.be/ekzHIouo8Q4 What gender stereotypes are represented in the work? How does the stereotype support or undermine patriarchy? How...
-
Let X,, be a Markov chain with state space S=0, 1, 2 and transition probabilities Poo Poi Pio P = P21 = P2 = 1/2 and all other entries are zero. What is P(X2 2X 0)? = Type your answer...
-
Whatever is possible there be between the best and least lengths of ways from the base of the tree to a leaf? What activities should be performed to move from one hub in the tree to (a) its parent...
-
Ref 2 . getInfo ( ) first.getNext ( ) . getInfo ( ) Ref 1 . setInfo ( ) Ref 1 . getNext ( ) . getInfo ( )
-
The age-old saying for investing is "buy low and sell high," but this is easier said than done. Investors who panic about falling prices sell their investments, which in turn lowers the price and...
-
Let x1, . . . ,Xn be uncorrelated, each with variance 2. Let Y1, . . . , Yn be positively correlated, each with variance 2. Prove that the variance of X is smaller than the variance of Y .
-
Suppose that the events A and B are disjoint. Under what conditions are Ac and Bc disjoint?
-
Three different classes contain 20, 18, and 25 students, respectively, and no student is a member of more than one class. If a team is to be composed of one student from each of these three classes,...
-
Assume that an income statement contains each of the three sections listed below. Which will be the last section presented in the income statement? a. Gross profit b. Income from continuing...
-
When constructing a common-sized income statement, all amounts are expressed as a percentage of: a. net income. b. gross profit. c. net sales. d. income from operations.
-
The current ratio of Hydro Company at December 31, 2018, calculated using the above data, was 3.13 and the company's working capital was \(\$ 170,000\). Which of the following would happen if the...
Study smarter with the SolutionInn App