1 Let Y1, ... , Yn be a random sample from the distribution f(0) = { ) °(929 (1/0) exp(-y2/(20)) if y > 0 otherwise. n (
Posted: Wed Nov 24, 2021 9:18 am
1 Let Y1, ... , Yn be a random sample from the distribution f(0) = { ) °(929 (1/0) exp(-y2/(20)) if y > 0 otherwise. n (i) Show that ô = (1/(2n)) Y is an unbiased estimator of 0. i=1 (ii) Find the MSE of 0. (iii) What is the approximate distribution of Ô for large n