Unformatted text preview: (f) The estimator is not linear because there is no a such that the estimator may be written as a y . The estimator is unbiased, because of the symmetry of the error density. (g) The trimmed mean is not a linear estimator because of the “max” and “min” terms. It is unbiased if the distribution of ± i is symmetric. Answer 2 (a) yes (b) no (c) no Answer 3 (a) If we do the integral to compute the variance associated with the density, we get a = √ 2. (b) The BLUE is the least-squares estimator, because the conditions of the Gauss-Markov theorem are met....
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- Spring '08
- Normal Distribution, probability density function, Cauchy distribution