Question: For some integer k, set k E[Y k ]. (a) Construct an estimator bk for k . (b) Show that bk is unbiased for

For some integer k, set ¹k Æ E[Y k ].

(a) Construct an estimator b¹k for ¹k .

(b) Show that b¹k is unbiased for ¹k .

(c) Calculate the variance of b¹k , say var

£

b¹k

¤

. What assumption is needed for var

£

b¹k

¤

to be finite?

(d) Propose an estimator of var

£

b¹k

¤

.

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