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Unformatted text preview: F 2 and all the off-diagonal elements of E are equal to "F 2 .. (5) (a) Under what circumstances does Y comprise a random sample? (10) (b) Find and simplify your answer. (10) (c) Is a MSE-consistent estimator of : for all " ? 3. Suppose Y t (t = 1, 2, . .., T) is a random sample from a N( : , F 2 ) distribution with F 2 known. (10) (a) Find the ML estimator of " / : 2 . (5) (b) Is and unbiased estimator of " ? (10) (c) Define / . Compare MSE( ) and MSE( ). (5) (d) Is the MVB estimator of " ? 2 (10) (e) Is the UMVU estimator of " ? (5) (f) Are there any undesirable properties of ? (10) (g) Suggest an estimator of " which dominates in MSE....
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This note was uploaded on 12/12/2010 for the course ECON ECON 220A taught by Professor Dalej.poirier during the Fall '10 term at UC Irvine.
- Fall '10