Question: Exercise 1. (This will also be discussed in class on Aug 24.) Consider the signal +noise model Yg=3+a fori=1...,n, with unknown parameter I? E R


Exercise 1. (This will also be discussed in class on Aug 24.) Consider the signal +noise model Yg=3+a fori=1...,n, with unknown parameter I? E R and i.i.d. random errors 5,; N N03, 0'2). (a.1) Consider the case when 02 > [J is known. Write the formal statistical model (involving the parametric family) in this case. (a.2) In the set-up (a. 1), check whether parameter 6' denes the distribution in this model uniquely. (13.1) Now let 0'2 > U be unknown. Write the formal statistical model (involving the parametric family) in this case. (b.2) In the set-up (bl), check whether the parameter introduced in (b.l) denes the distribution in this model uniquely
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
