EGON 206: Statistical Methods Problem Set. 4 [ 13th Bate th Sanester 2020 1, Let 21, 2y2r9,+++ , ty be tid with mean jx and varinnce 02, We want to estimate population mean jt, We have following four estinators. Check the BLUE properties for these 2. Check the asymptotic properties for above estimators, 3 ‘Plain the smnall/finite sample properties of an estimator, 4. Explain the large/infinite sample (asymptotic) properties of an estimator, 5. Explain the main iden of least square estimation? (%) Find the least square estimator of 1st moment about zero of variable x, (6) Find the tenst square estimator of 2nd mement about zero of variable 2. & Let X be binary variable with f(x) = x*(1 — x)!" , Find the ML estimator of x . 7. Find the ML estimator for parameters of binomial distribution, & Consider a variable X with f(z) = n(1 =n)! for x = 1,2,3,-+- where O < <1, Now find the maximum likelihood estimator of 7. 9. Consider a random variable X with pdf f(z) = fe-@*) fore > , (a) Find the least square estimator of 88 (b) Check whether A is an unbiased estinator or not. (c) Show that the estimator of mean of X is same as sample mean, 2. 10. Explain Convergence in probability, 11. Explain Law of large numbers. 12. Consider a model: yj = a + fay + ey where g's are independent and nonnally distiibuted with mean 0 and variance o' (a) Find ML estimator of a and 3. (b) Find LS estimator of a and 3. Scanned with CamScanner) estimator of fi, (0) Show that ML (or L 13. Let 1Q be normally distributed with mean jr and variance 72, A sample of 400 people gives i G, Forin the two-sided 95% confidence interval and sample mean 95 and sample vi explain the meaning » (fb) and study hours (study) on formation of 50 students, he found to know the impact of facebook using 14, A researcher wan students’ result (GGPA). After estitn the following result. - CGPA = 2.75 +0.13 fo-+ 0.34 study (083) (oa? (a7) Now test whether facebook use have my impact on students’ result. 15. Consider the continuous variable y with f(y) = },.0 < y <0 and d= estimator of 8. Now check whether the following are true or false. (a) Gis an unbiased estimator of 0. (b) Gis a consistent estimator of 8. ,¥% be a random sample from binomial distribution with parameter p- 16. Let ¥i, ¥%, (a) Find the ML estimator # for p. (b) Check whether the estimator is biased, (©) Verify the consistency of the estimator. (a) Is the estimator efficient for estimating p? Justify. (c) Show that ML estimator for the variance of binomial distribution is NI2021 Scanned with CamScanner