- Let Yz Y Be A Sequence Of Random Variables With E Y U And V Y 0 2 Notice That The 0 2 S Are Not All Equa 1 (27.64 KiB) Viewed 15 times
Let Yz, Y , ... be a sequence of random variables with E(Y;) = u and V(Y;) = 0,2. Notice that the 0,2's are not all equa
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Let Yz, Y , ... be a sequence of random variables with E(Y;) = u and V(Y;) = 0,2. Notice that the 0,2's are not all equa
Let Yz, Y , ... be a sequence of random variables with E(Y;) = u and V(Y;) = 0,2. Notice that the 0,2's are not all equal. (a) What is ECT.)? ) - 4 EY,) = u (b) What is Vy)? VÕn) = X is a consistent estimator for u? (c) Under what condition (on the 0,2's) can the following theorem be applied to show that An unbiased estimator ôl, for 8 is a consistent estimator of e if lim vô ) = 0. n00 O EV+ 0 as n = 0. O All of the variances must be finite, or simply max,{0,2} <0. O All of the variances must be finite, or simply min, 10,2} O All of the variances must be infinite, or simply min,{0,2} <0. O All of the variances must be infinite, or simply max,{0,23 > .