Question: Consider the i.i.d. random variables X] , X3, . . . ,Xn. Show that m = % 2:1:1 If is an unbiased estimator of the
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Consider the i.i.d. random variables X] , X3, . . . ,Xn. Show that m = % 2:1:1 If is an unbiased estimator of the in\" moment p1; = E{X\"}; i.e. that Ek) = pk, for an},F natural number k. Remark: Despite this the parameter estimators that are obtained through the method of moments are sometimes biased {that happens because the functions ('3'?) are often nonlinearjds it sufcient to showr that
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