Question: Let X 1 ,...,X n be a random sample from N(, 2 ) distribution. 1)Find a lower bound on the variance of any unbiased estimator

Let X1,...,Xn be a random sample from N(,2) distribution.

1)Find a lower bound on the variance of any unbiased estimator of the 95th percentile of this distribution based on Fisher Information Inequality.

2)Compare this bound to the variance of the UMVUE

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock 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 Mathematics Questions!

Q:

O C 124 I Bb Bb C S I Bb IX Sy C C compass2g.illinois.edu/bbcswebdav/pid-5541353-dt-content-rid-7.. J Apple 3 iCloud FARM & BE Bing E Microsoft Word - Docum.. 2/3 - 105% + 5. Let B >0 and let X 1 ,...

Q:

Stat 153 HW 2: Expectation, Variance, and Covariance Prof Brillinger Due: Wed Feb 11, 2015, 5 PM Note: You may use any fact presented in discussion section or in Appendix A of the book. 1. Show that...

Q:

kindly answer shortly + 100% 1. (a) Let X = (X1, Am.... Xa) be a random sample from a normal distribution with mean fi and variance of 1. If pa is known and o' is unknown, show that E(X, - p) is a...

Q:

Let {X, X,..., Xn} be an independent random sample from Poisson (2), where is an unknown parameter. Suppose that the sample size n is large. (a) (b) (c) (d) (e) Show that both the sample mean X and...

Q:

Answer all the questions 2. Let X - {X1, X2. . . ., X} be a random sample drawn from the distribution with probability density function: fx (1: 0) = otherwise. (a) Derive the probability density...

Q:

Let X = {X i = 1,...,n} be a random sample from the Normal distribution where X~ N(u, 1) and assume that you estimate parameter p using the sample average X (which is N (,)-distributed). From three...

Q:

Student: Brandy Freytag Date: 7/19/16 Instructor: Doug LeVeque, Beverly Wood Assignment: MSL Chapter 9 HW Course: MATH_211_1841_May_2016(LeVeque) 1. The distribution of the scores on a certain exam...

Q:

Let Xi,i = 1, 2,..., n be a random sample of size n drawn from a population of size N with population distribution given by f (x) = 1 2 e (x)2 22 ,

Q:

A) Suppose that a biased sample variance was defined as: $2 n+1 and that the true population variance is o?. Calculate the following ratio to 4 decimal places where n= 9 E(S;) 02 Hint: If S^2 is...

Q:

b) 1 2 , ,..., X X X n is a random sample from the uniform distribution between and 1 i.e 1 f x( ) (1 ) , x 1 where is an unknown parameter. Denote the sample mean by X . (i) Show that the method of...

Q:

According to the Centers for Medicare and Medicaid Services, more than a quarter of the Medicare budget goes to paying for medical care incurred during the enrollees last year of life. What is the...

Q:

1. What is the key issue in this civil suit? 2. Why does Stages claim it had no duty to Osborne? 3. What did the trial court conclude?

Q:

The name given to the test of control where the auditor reprocesses actual entity data using auditor - controlled software is:Question 1 0 Select one:A . dual - purpose testing.B . integrated test...

Q:

A company issues 1,050 shares of its common stock for $33,600 cash. Prepare journal entries to record this event under each of the following separate situations.