Sunday, December 4, 2011

Let x1, x2,.....,xn constitute a random sample of size n from a distribution given by:?

let x1, x2,.....,xn constitute a random sample of size n from a distribution given by:


f(x)=(1+ax)/2 -1%26lt;= x %26lt;= 1; -1 %26lt;= a %26lt;= 1





Show that the x-bar is a biased estimator of a. Hence, deduce an unbiased estimator of a and show that this estimator is a consistant estimator of a.|||i'll assume each x[i] is an ordered pair (x,f(x)) and that the goal is to find a.


x-bar, here, equals the average of all f(x) in your sample. but,





if you plot x against f(x), you'll see that the slope of the line that fits nearest to all your points is a much better estimator.

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