Question: Let X 1 , X 2 , X 3 , . . ., X n be a random sample from the following distribution where

Let X1, X2, X3, . . ., Xn be a random sample from the following distributionfx(x) = Jo (x - 2) 0 +1 for 0x 1 otherwise

where θ ∈ [−2, 2] is an unknown parameter. We define the estimator ^Θn asn =12X  6

to estimate θ.

a. Is ^Θn an unbiased estimator of θ?

b. Is ^Θn a consistent estimator of θ?

c. Find the mean squared error (MSE) of ^Θn.

fx(x) = Jo (x - 2) 0 +1 for 0x 1 otherwise

Step by Step Solution

3.49 Rating (159 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

a To check if n is an unbiased estimator of we need to find the expected value of n and see if it eq... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Introduction To Probability Statistics Questions!