Question: We need the code in R. 1. Let Xi, ,X, be an iid sample from X ~ N(?,1). Let ?_e? and let En ex, be
We need the code in R.
1. Let Xi, ,X, be an iid sample from X ~ N(?,1). Let ?_e? and let En ex, be the MLE of ?. (a) Use R to create a data set (using ? 2) con- sisting of n 100 observations. Use the delta method to find an estimate of the standard error, denoted by Sedelta, and a 95 % Cl fort. Use the paramet- ric bootstrap with B-1000 to construct another estimate of the standard error, denoted by Seboo, and a 95% Cl. Present your answers. (b) Repeat the procedures in part (a) 1000 times to get 1000 confidence intervals frorm each method. For each method (delta or bootstrap), find the proportion of those 1000 Cls containing the true value r e2. Present your answers. 1. Let Xi, ,X, be an iid sample from X ~ N(?,1). Let ?_e? and let En ex, be the MLE of ?. (a) Use R to create a data set (using ? 2) con- sisting of n 100 observations. Use the delta method to find an estimate of the standard error, denoted by Sedelta, and a 95 % Cl fort. Use the paramet- ric bootstrap with B-1000 to construct another estimate of the standard error, denoted by Seboo, and a 95% Cl. Present your answers. (b) Repeat the procedures in part (a) 1000 times to get 1000 confidence intervals frorm each method. For each method (delta or bootstrap), find the proportion of those 1000 Cls containing the true value r e2. Present your answers
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