This preview shows pages 1–2. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: and S 2 . Note that and cS are unbiased estimators of 2 , where (5) (a) Consider the estimator where d is a constant. Is an unbiased estimator of 2 ? (10) (b) Find the value of d for which the MSE is minimized. (5) (c) Is [ , S 2 ] N a sufficient statistic for 2 ? (10) (d) Is [ , S 2 ] N a complete statistic? 2 4. Suppose Z = [Z 1 , Z 2 , Z 3 ] N has the trinomial distribution M 3 (T, 2 ) with p.m.f. where 2 = [(1  &quot; ) 2 , 2 &quot; (1  &quot; ), &quot; 2 ] N and &quot; &gt; 0. (5) (a) What is the loglikelihood function for &quot; ? (10) (b) Find the MLE of &quot; . (5) (c) Find the Hessian for &quot; . (10) (d) Find the information for &quot; . (10) 5. Attach your answer to Question 2 of your computer homework assignment....
View
Full
Document
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
 DaleJ.POIRIER
 Econometrics

Click to edit the document details