1. Hw03 due Tue March 29th at 10am.
2. Criteria for Evaluating Estimators.
3. Cramer-Rao Lower Bound (CRLB)
MS_S16 Page 1
MS_S16 Page 2
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Suppose X1,X2,Xn is a random sample of size n from a Bernoulli
ISYE 4760/MATP 4620
Wai Kin (Victor) Chan
Notation: z a2 and z1-a2 are the standard normal percentiles such that P Z < z a2 =
figure below. These identities are very useful: z a2 = -z1-a2 and P Z > z1-a2 = a2 .
Multiple True/False Question:
1. - The interval (8.72, 10.28) covers theta with probability 0.95.
2. - theta lies in the interval (8.72, 10.28) with probability 0.95.
3. - theta is either in the interval (8.72, 10.