Let X1, X2, , Xn be a random sample from a pdf f(x)that is symmetric about m, so that X
Chapter 6, Problem 18(choose chapter or problem)
Let X1, X2, , Xn be a random sample from a pdf f(x)that is symmetric about m, so that X, is an unbiased estimatorof m. If n is large, it can be shown that V(X) , < 1y(4n[ f(m)]2).a. Compare V(X, ) to V(X) when the underlying distributionis normal.b. When the underlying pdf is Cauchy (see Example6.7), V(X) 5 `, so X is a terrible estimator. What is V(X,) in this case when n is large?
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