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Unformatted text preview: it. Problem 4 Suppose U and V are statistics that are both unbiased estimators of a parameter . Write and ,and define another statistic T = a U + (1 - a ) V where a is an arbitrary but known constant. a. Show that T is an unbiased estimator of . b. Find the a that gives T the smallest mean square error. Problem 5 Calculate the (expected) Fisher information for a model, where is an unknown parameter (i. e. ). Up: Stat 5132 Charles Geyer 1/2/1999...
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- Spring '02
- Standard Deviation, Bias of an estimator, i. i. d., Charles Geyer, i. d. sample