suppose y has a normal distribution with mean=0 and var=theta. a) what is the maximum likelihood...

suppose y has a normal distribution with mean=0 and var=theta.

a) what is the maximum likelihood estimator (mle) for theta

b) show that the mle is unbiased for theta OR show it is biased and construct an unbiased estimator based on it

Solutions

Expert Solution

orchestra answered 1 year ago

Next > < Previous

Related Solutions

Suppose that y has a normal distribution with mean 1 and variance 9. What is the...

Suppose that y has a normal distribution with mean 1 and variance 9. What is the probability that y is in the interval [.7, 2.5]?

Suppose Z has a standard normal distribution with a mean of 0 and standard deviation of...

Suppose Z has a standard normal distribution with a mean of 0 and standard deviation of 1. The probability that Z is less than 1.15 is

If Var(X) = 1, Var(Y) = 2 and Cov(X,Y) = 0, what is Cov(X-2Y, Y-X2)?

The standard normal distribution is a continuous distribution with a mean of 0 and a standard...

The standard normal distribution is a continuous distribution with a mean of 0 and a standard deviation of 1. The following is true: About 68% of all outcomes lie within 1 St.Dev. About 95% of all outcomes lie within 2 St.Devs. About 99.7% of all outcomes lie within 3 St. Devs. The probability/percentage/percentile for a normal distribution is the area under the curve. You will ALWAYS BE CALCULATING OVER AN INTERVAL. Values outside of 2 St.Devs. are considered “unusual values.”...

Suppose x has a normal distribution with a mean of 78 and a variance of 484.00....

Suppose x has a normal distribution with a mean of 78 and a variance of 484.00. If a sample of 19 were randomly drawn from the population, find the probability of for each of the following situations. a) less than 79: probability = b) greater than 85: probability = c) in between 68 and 84: probability = d) in between 77 and 91: probability = Note: Do NOT input probability responses as percentages; e.g., do NOT input 0.9194 as...

Suppose x has a normal distribution with a mean of 79 and a variance of 441.00....

Suppose x has a normal distribution with a mean of 79 and a variance of 441.00. If a sample of 15 were randomly drawn from the population, find the probability of mu hat for each of the following situations. a) less than 77: probability = b) greater than 83: probability = c) in between 65 and 76: probability = d) in between 76 and 94: probability =

Given a standardized a normal distribution (with a mean of 0 and a standard deviation of...

Given a standardized a normal distribution (with a mean of 0 and a standard deviation of 1, as in Table E.2), what is that probability that a. Z is less than 1.57? b. Z is greater than 1.84? c. Z is between 1.57 and 1.84? d. Z is less than 1.57 or greater than 1.84?

The amount of a loss, Y, is assumed to follow a Normal distribution with a mean...

The amount of a loss, Y, is assumed to follow a Normal distribution with a mean of ? and a variance of ?^2. The median of Y is 56.5 and the 59.1-th percentile of Y is 56.776. Determine P(Y > 60 ).

Suppose the life of a 1000gb solid state drive has a normal distribution with a mean...

Suppose the life of a 1000gb solid state drive has a normal distribution with a mean of 42,000 hours and a standard deviation of 2400 hours. Suppose we have a random sample of n = 4 solid state drives, and xbar is the sample mean life of the 4 drives. What is P(41850 < xbar < 42300)

Given a standardized normal distribution (with a mean of 0 and a standard deviation of 1),...

Given a standardized normal distribution (with a mean of 0 and a standard deviation of 1), complete parts (a) through (d) below. a. What is the probability that Z is between - 1.56 and 1.88? b. What is the probability that Z is less than - 1.56 or greater than 1.88? c. What is the value of Z if only 6.5% of all possible Z values are larger? d. Between what two values of Z (symmetrically distributed around...

Subjects