Suppose that (X1, X2, ...X) are i.i.d. with mean and variance o?. Show whether the following estimators of u are (i) unb
Posted: Mon Nov 15, 2021 11:08 am
Suppose that (X1, X2, ...X) are i.i.d. with mean and variance o?. Show whether the following estimators of u are (i) unbiased and/or (ii) consistent. If the estimator is biased, what is the bias (it is often a function of n)? (a) Let n = min(10, n). The estimator is X, = M (6) Xanx b