Question: Consider the observed data {i}i-1...n from following model: y = 3* + , where ~ N(0,02), where 3* E R is the underly true
Consider the observed data {i}i-1...n from following model: y = 3* + , where ~ N(0,02), where 3* E R is the underly true parameter and o2 is the true variance of the residual. Now we consider solving the following optimization problem to estimate 3*: (X) = min | (14 3) + where A is known. Derive the closed forms of bias E[B(A) - 3*] and variance Var(8(X)).
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To derive the closed forms of the bias EBA and variance Var 1 Bias EBA We start by expanding the exp... View full answer
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