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Refer to Exercises 1.129 and 1.130. S2 and S2 are two estimators for 2 that are of the
Chapter 8, Problem 8.131(choose chapter or problem)
QUESTION:
Refer to Exercises 1.129 and 1.130. S2 and S2 are two estimators for 2 that are of the form c n i=1(Yi Y )2. What value for c yields the estimator for 2 with the smallest mean square error among all estimators of the form c n i=1(Yi Y )2 ?
Questions & Answers
QUESTION:
Refer to Exercises 1.129 and 1.130. S2 and S2 are two estimators for 2 that are of the form c n i=1(Yi Y )2. What value for c yields the estimator for 2 with the smallest mean square error among all estimators of the form c n i=1(Yi Y )2 ?
ANSWER:Step 1 of 3
Let and , then they are both of the form .
We want to find the value for c yields the estimator for with the smallest mean square error among all estimators for the form .