Suppose that X, ..., Xn are distributed iid from a Poisson distribution with parameter A, and...
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Suppose that X₁, ..., Xn are distributed iid from a Poisson distribution with parameter A, and that we are interested in estimating 0= e = P(X₁ = 0). (a) Consider the estimator Tn (X) = 11(Xi = 0), the proportion of X; that were 0. Using the central limit theorem, find the expected squared error of Tn (X) for estimating 0. (b) Using the results from (a), create a 1-a confidence interval for 0. (c) Propose a different estimator for based on the MLE for X. Suppose that X₁, ..., Xn are distributed iid from a Poisson distribution with parameter A, and that we are interested in estimating 0= e = P(X₁ = 0). (a) Consider the estimator Tn (X) = 11(Xi = 0), the proportion of X; that were 0. Using the central limit theorem, find the expected squared error of Tn (X) for estimating 0. (b) Using the results from (a), create a 1-a confidence interval for 0. (c) Propose a different estimator for based on the MLE for X.
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a Lets break this down stepbystep X1 Xn iid Poisson e PX1 0 TnX 1n1Xi 0 is the ... View the full answer
Related Book For
Modern Mathematical Statistics With Applications
ISBN: 9783030551551
3rd Edition
Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton
Posted Date:
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