1. Assume that, for all values of i and j, and define E{Y} = var{Y}...
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1. Assume that, for all values of i and j, and define E{Y₁} = μ var{Y₁} = ² cov {Y₁,Y₁}=0 for i*j μ = (1/3 + 8)Y₁ + (1/3 −8) Y₂ + 1/3 Y₂ a. Calculate E{}, var{p}, and MSE{p}. b. Is μ an unbiased estimator of µ? c. Assume that additional sample data would be treated like y, - i.e., for N= 4, μ would become (1/4 + 8) Y, +(1/4-8) Y₂ + 1/4 Y3 + 1/4 Y₁ Is μ an unbiased estimator of u in that case? d. Assuming that the parameter 8 is non-zero, is μ BLU or efficient for u? For what value or values of 8 could be BLU for u? 1. Assume that, for all values of i and j, and define E{Y₁} = μ var{Y₁} = ² cov {Y₁,Y₁}=0 for i*j μ = (1/3 + 8)Y₁ + (1/3 −8) Y₂ + 1/3 Y₂ a. Calculate E{}, var{p}, and MSE{p}. b. Is μ an unbiased estimator of µ? c. Assume that additional sample data would be treated like y, - i.e., for N= 4, μ would become (1/4 + 8) Y, +(1/4-8) Y₂ + 1/4 Y3 + 1/4 Y₁ Is μ an unbiased estimator of u in that case? d. Assuming that the parameter 8 is non-zero, is μ BLU or efficient for u? For what value or values of 8 could be BLU for u?
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1 a Calculate Emu varmu and MSEmu Emu E138Y1 138Y2 13Y3 138EY1 138EY2 13... View the full answer
Related Book For
John E Freunds Mathematical Statistics With Applications
ISBN: 9780134995373
8th Edition
Authors: Irwin Miller, Marylees Miller
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