# 07_15 - STAT 410 Examples for Spring 2009 3 Let X 1 X 2 X n...

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Examples for 07/15/2009 Spring 2009 3. Let X 1 , X 2 , … , X n be a random sample of size n from a uniform distribution on the interval ( 0 , θ ) . f ( x ) = < < otherwise 0 0 1 θ θ x E ( X ) = 2 θ Var ( X ) = 12 2 θ F ( x ) = < < θ θ θ 1 0 0 0 x x x x a) Obtain the method of moments estimator of θ , θ ~ . b) Is θ ~ unbiased for θ ? That is, does E( θ ~ ) equal θ ? c) Obtain the maximum likelihood estimator of θ , θ ˆ . d) Is θ ˆ unbiased for θ ? That is, does E( θ ˆ ) equal θ ? e) What must c equal if c θ ˆ is to be an unbiased estimator for θ ? f) Compute Var( θ ~ ) and Var + θ ˆ 1 n n . Def Let 1 θ ˆ and 2 θ ˆ be two unbiased estimators for θ . 1 θ ˆ is said to be more efficient than 2 θ ˆ if Var( 1 θ ˆ ) < Var( 2 θ ˆ ). The relative efficiency of 1 θ ˆ with respect to 2 θ ˆ is Var( 2 θ ˆ ) / Var( 1 θ ˆ ). g)

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## This note was uploaded on 10/29/2009 for the course STAT 410 taught by Professor Alexeistepanov during the Summer '08 term at University of Illinois at Urbana–Champaign.

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07_15 - STAT 410 Examples for Spring 2009 3 Let X 1 X 2 X n...

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