A statistician wants to use iid outcomes from some exponential distribution f ( x ; )
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A statistician wants to use iid outcomes from some exponential distribution f(x;θ)=(1/θ)e−x/θI(0,∞)(x) to generate an estimate of the variance of the exponential density, θ2. She wants to use the outcome of ¯X2n where ¯Xn=n−1∑ni=1Xi to generate an estimate of θ2.
(a) Does E(¯X2n)=θ2 ? Does limn→∞E(¯X2n)=θ2 ?
(b) Does plim (¯X2n)=θ2 ?
(c) Define an asymptotic distribution for ¯X2n.
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Related Book For
Mathematical Statistics For Economics And Business
ISBN: 9781461450221
2nd Edition
Authors: Ron C.Mittelhammer
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