handout5%20estimation

# handout5%20estimation - c Estimate the covariance of X and...

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ECON3818 Handout 5 Estimation (2) Various Estimators 1. Assume that {( , )} are i.i.d. observations of (X,Y). Both X and Y are distributed normally. Let n=100 = 288 = 205 : a. Estimate the mean of X (i.e. calculate ) b. Obtain an unbiased estimate for the variance X (i.e. calculate )

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Unformatted text preview: c. Estimate the covariance of X and Y. d. Estimate the correlation of X and Y. Bias 2. Suppose that is a sequence of random variables with common mean E()= . Show that Bias ()=0...
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## This note was uploaded on 06/29/2011 for the course ECON 3818 taught by Professor Jessvechibany during the Summer '07 term at Colorado.

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handout5%20estimation - c Estimate the covariance of X and...

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