Which one of the following questions is true? a. Given a sample of normally distributed random variables, the average ov

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Which One Of The Following Questions Is True A Given A Sample Of Normally Distributed Random Variables The Average Ov 1 (50.13 KiB) Viewed 36 times

Which one of the following questions is true? a. Given a sample of normally distributed random variables, the average over the sample is an estimator of mean, that is a) unbiased, b) the most efficient among unbiased estimators of mean, c) sufficient, d) consistent b. Variance of any maximum likelihood estimator attains the Cramer-Rao lower bound. c. Transformation of any sufficent statistics is a sufficient statistics itself. d. Cramer-Rao lower bound can be applied to an unbiased estimator of Xif a sample is distributed according to gamma distribution Gamma(r, X). e. Cramer-Rao lower bound can be applied to any estimator of theta if a sample is distributed according to fe(x) = e/0/0, x ≥ 0. f. Any maximum likelihood estimator is sufficient. g. Any estimator based on method of moments is always biased. h. Arithmetical mean of a sample with bounded 1st and 2nd moment is a consistent estimator of the expected value.