Assume that n independent count variables {X,,X2,...,X,} are identically distributed as X, ~ Poi(0) where i= 1,2,...,n and to estimate E(X,)= 0, consider the sample mean estimator ô = -5x,. n (b) Use...


Assume that n independent count variables {X,,X2,...,X,} are identically<br>distributed as X, ~ Poi(0) where i= 1,2,...,n and to estimate E(X,)= 0,<br>consider the sample mean estimator ô = -5x,.<br>n<br>(b)<br>Use the expectation of the distribution of S = nô to compute the<br>expectation E(@) and the bias of this estimator. State whether this<br>estimator unbiased.<br>(c)<br>Use the variance of the distribution of S= nô to examine var(Ô) and the<br>standard error of this estimator.<br>Use the variance and the bias of ê to compute the Mean Squared Error<br>(MSE) of this estimator. Comment on the MSE behaviour in the<br>asymptotic limit as n→o. State whether this estimator is consistent or<br>(d)<br>not.<br>

Extracted text: Assume that n independent count variables {X,,X2,...,X,} are identically distributed as X, ~ Poi(0) where i= 1,2,...,n and to estimate E(X,)= 0, consider the sample mean estimator ô = -5x,. n (b) Use the expectation of the distribution of S = nô to compute the expectation E(@) and the bias of this estimator. State whether this estimator unbiased. (c) Use the variance of the distribution of S= nô to examine var(Ô) and the standard error of this estimator. Use the variance and the bias of ê to compute the Mean Squared Error (MSE) of this estimator. Comment on the MSE behaviour in the asymptotic limit as n→o. State whether this estimator is consistent or (d) not.

Jun 04, 2022
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