Let Y1, Y2, . . . be a sequence of random variables with

Chapter 9, Problem 35E

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QUESTION:

Let \(Y_{1}, Y_{2}, \ldots\) be a sequence of random variables with \(E\left(Y_{i}\right)=\mu\) and \(V\left(Y_{i}\right)=\sigma_{i}^{2}\). Notice that the \(\sigma_{i}^{2,}\)s are not all equal.

a. What is \(E\left(\bar{Y}_{n}\right)\)?

b. What is \(V\left(\bar{Y}_{n}\right)\)?

c. Under what condition (on the \(\sigma_{i}^{2,}\)s) can Theorem 9.1 be applied to show that \(\bar{Y}_{n}\) is a consistent estimator for \(\mu\)?

Equation Transcription:

Text Transcription:

Y_1, Y_2, ….

E(Y_i) = mu

V(Y_i) = sigma_{i}^{2}

sigma_{i}^{2,}

E(bar{Y}_{n})

V(bar{Y}_{n})

sigma_{i}^{2,}

bar{Y}_{n}

mu

Questions & Answers

QUESTION:

Let \(Y_{1}, Y_{2}, \ldots\) be a sequence of random variables with \(E\left(Y_{i}\right)=\mu\) and \(V\left(Y_{i}\right)=\sigma_{i}^{2}\). Notice that the \(\sigma_{i}^{2,}\)s are not all equal.

a. What is \(E\left(\bar{Y}_{n}\right)\)?

b. What is \(V\left(\bar{Y}_{n}\right)\)?

c. Under what condition (on the \(\sigma_{i}^{2,}\)s) can Theorem 9.1 be applied to show that \(\bar{Y}_{n}\) is a consistent estimator for \(\mu\)?

Equation Transcription:

Text Transcription:

Y_1, Y_2, ….

E(Y_i) = mu

V(Y_i) = sigma_{i}^{2}

sigma_{i}^{2,}

E(bar{Y}_{n})

V(bar{Y}_{n})

sigma_{i}^{2,}

bar{Y}_{n}

mu

ANSWER:

Step 1 of 3

(a)

Using  we have:

       

       

       

 

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