Let S 2 be the sample variance of a random sample of size n > 1 from
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Let S2 be the sample variance of a random sample of size n > 1 from N(μ, θ), 0 < θ < ∞, where μ is known. We know E(S2) = θ.
(a) What is the efficiency of S2?
(b) Under these conditions, what is the mle ^θ of θ?
(c) What is the asymptotic distribution of √n(^θ − θ)?
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a ES2 Therefore En S2 n CovS2 S2 En S2 n S2 0 Therefore VarS2 n12 So VarS2ES2 23 which ...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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