In: Statistics and Probability
Suppose X1, X2, ..., Xn is a random sample from a Poisson distribution with unknown parameter µ.
a. What is the mean and variance of this distribution?
b. Is X1 + 2X6 − X8 an estimator of µ? Is it a good estimator? Why or why not?
c. Find the moment estimator and MLE of µ.
d. Show the estimators in (c) are unbiased.
e. Find the MSE of the estimators in (c).
Given the frequency table below:
X 0 1 2 3 4 5 6 7 8
Frequency 1 4 8 10 8 7 5 4 1
f. Given n = 48, calculate one estiamte of µ.