stat512ch9slidespart2

stat512ch9slidespart2 - 67.5 The Rae-Blackwell TLeorem Qnal...

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Unformatted text preview: 67.5 The, Rae-Blackwell TLeorem Qnal MVUES -Tl'\35 Wearem allows us +9 QM! unlol‘qseJ esfiMacl'Drs uni-Ha Small variances. Rae—Blackweu Tkeorem: Le+ é be a.“ unL;ggQJ esfimd‘or o": 9 wi-Hvx Var(§)< OD. Le'l' u lace“ 0L Su'P‘GCierd' 5+ach‘sfic For 6. The» alt-fine -- *‘E(9 l U) Then: Prod? : _Tl’\e KQO*Blo~CkWC” Tide-ore)” $0.75 'H‘Qj— i-F we kave, am unbiased QSHMd'Dr‘) we. can 3e} ‘1“ unbiased es-I-iwfior whose. vau-{qnce is ad' [9415+ at?» Small Lay Concli‘l'ioninj on 4L Su££i¢im+ shfisfic. -wkicjn choice or Su-r-p'ncicn'} sh‘HS'Hc shun“ we; use? “A minimal Su'F‘Ficl'en‘l' sh‘l'l'sfi'c (5 +14: SuF-Cicieud' s-l-ud‘isfic +1ch “condenses H“; ‘l‘d‘u More, Hun ““1 O'Har- euxcwciciefi s+m+n'sfic, Definmon: A edema s+-cl-is+ic is minimd Sup-Rcien‘l' F? 3+ is ‘L finch.“ ”F every o-Hner su-C-Ficierd’ sh'HS'Hc. DepmiHon (Comrle-i-eness): A sh-h's-l-ic U is Ume‘ej‘t i'c «AA on‘y i‘c -Nofl: Any comple'i‘e. su‘C-Gciud' s-hd'isfic is min'md su£ficiut —- The Lekmaxnn'SC—lmc-p-Fe’ Theorem says HMJ" if we. CAR eons-frud' an unbiased QS'H mad-or +k¢+ is a. £und‘ion 0-? q _____.__ ______. _____) Han +165 00.!“ ‘09, +l\¢ Minimum Variqnce UHLI‘QSQJ Esfiwdw (Mqu) m5 e. -USQL‘CVL‘ RQSml+t I; Y')m)\/n 1.5 q PAmlom Sam‘fle 'Fl’om a. Jishikd‘ion in +l\e_ one— Parame'hx exionm‘h‘kl Amiii) Le.) kmvivg Po”: 0'? Ha firm: +kux : "T‘M‘S regul+ is use-EJ "gr manz exqmfles! Proo'p: (We frove. He su-L-Gclency 0-? $40!”) +L¢ Prob": 0". CONTIMSS IS iul+e iiancd.) —ExamE\¢2-' y‘)" )5! “4 wei‘nu” (9) ML M737. (see. exercise 6. Zé). Fwd +lte. MVUE 'Ere -Tk€ LfiLmknu- Scle'q‘ef ‘H\30T€M CAM “15° Le “5311 +b find MVUES 'For 'Func‘l'l‘ons 2£ E mrqmefitf 5 043 '50 me (“5474 L ud'l'O n . - Exfiw‘fk— 3: Yl’...) Ya iii EXPO“ (P) PM“ m. MVUE 10w 9" (= var (m). ' jg The Mel-keel o-F Mom-rs "T‘AQ M‘onol op momod's [‘3 a. simple tum, +0 ok’rmin Paid cs-Hmdbrs. “1+ involves etudc'l'l‘flj PonlcCHDn MOM£n+S +0 50““le nomad-s AKA Solvu‘m: +Lg quq'l'l'ons. '1]: we koala +9 e—S‘HM‘d—C 't. Par-«mews, we. 56' u? t fitLLk-HORS: - Then sake Haas: Ciuxfions simu‘hnenusly ‘FDV 4"“ A355“; paramej'efi. -EXQME\£ 1: \ft)...)Yy\ gift/Uni! (0)6), F1314 we MME m0 e, w: Y'y'th Rel’ Gamma. (d) F) Fulfill MMES of d anal F “M: ’43" my?!“ Le {Col r.v.'s wH-L Pal-F 9,033 {(3)013 , o < 3 < e 0 el Sew kere, RN; M MME of 9. “T7?““u7 “HES have. low Lists For larje SNAP“; sizes. ' ‘ -—B~d’... O‘P—H’n MMES «re, "1221' finchons o‘F Sl'F'FI'C-iexd' sh‘l‘isfics, so flu, have. floor w TEACHVC +0 o'Hmer Fossiue QS'qu-f-er5_ ...
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