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Unformatted text preview: (a) Suppose ± = 0 . Find an estimator of ² by the method of moments, using E [ X i ] only. (b) Suppose ± and ² are both nonzero. Show that the method of moments estimator for ² is now given by ^ ² = 1 n n X i =1 x i + v u u t 3 " 1 n n X i =1 x 2 i & 1 n 2 & X x i ± 2 # : Hint : Think about p V ar ( X ) . 1 Grading Scheme 1. 3 pts 2. 7 pts (a) 2 pts (b) 5 pts 2...
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This note was uploaded on 10/25/2011 for the course ECON 501 taught by Professor Zobuz during the Spring '11 term at Istanbul Technical University.
 Spring '11
 zobuz

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