Solution Found!
Suppose that Y1, Y2,..., Yn is a random sample from a normal distribution with mean and
Chapter 9, Problem 9.5(choose chapter or problem)
QUESTION:
Suppose that Y1, Y2,..., Yn is a random sample from a normal distribution with mean and variance 2. Two unbiased estimators of 2 are 2 1 = S2 = 1 n 1 n i=1 (Yi Y ) 2 and 2 2 = 1 2 (Y1 Y2) 2 . Find the efficiency of 2 1 relative to 2 2 .
Questions & Answers
QUESTION:
Suppose that Y1, Y2,..., Yn is a random sample from a normal distribution with mean and variance 2. Two unbiased estimators of 2 are 2 1 = S2 = 1 n 1 n i=1 (Yi Y ) 2 and 2 2 = 1 2 (Y1 Y2) 2 . Find the efficiency of 2 1 relative to 2 2 .
ANSWER:Step 1 of 4
Given:
The random sample follows normal distribution with mean and variance .
The two unbiased estimators are,
and