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Unformatted text preview: these variables are independent and uniformly distributed, find the probability that the woman arrives at work before 9AM. (15) 3. Consider a sequence {Y T } of random variables such that as T 64 . Find the asymptotic distribution of 2 4. Let Y t (t = 1, 2, . .., T) be a random sample from a population with p.d.f. (10) (a) Is a sufficient statistic for 2 ? (10) (b) Find a complete sufficient statistic for 2 . 5. Let Y t (t = 1, 2, . .., T) be a random sample from f(y t * 2 ) = 2y t / 2 2 , 0 < y t < 2 . (5) (a) Is an unbiased estimator of 2 ? (5) (b) Find . (5) (c) Find the CramerRao lower bound. (5) (d) Compare your answers in (b) and (c). What do you conclude? (10) 6. Submit your Matlab Assignment....
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 Fall '08
 Poirier,D
 Econometrics

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