Let X1,...,X21 be i.i.d. with the exponential distribution
Chapter 12, Problem 10(choose chapter or problem)
Let X1,...,X21 be i.i.d. with the exponential distribution that has parameter . Let M stand for the sample median. We wish to compute the M.S.E. of M as an estimator of the median of the distribution of the Xis. a. Determine the median of the distribution of X1. b. Let be the M.S.E. of the sample median when = 1. Prove that the M.S.E. of the sample median equals /2 in general. c. Describe a simulation method for estimating
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