Let x1, X2, X3 be a random sample from an exponential distribution with mean 0. Consider the three estimators of 0. theta hat 1 = X theta hat 2 = X1 x1+x2 theta hat3 Calculate that x1+2x2 = theta hat is a biased estimator of 0 and solve for the bias.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Let x1, X2, X3 be a random sample from an exponential distribution with mean 0. Consider
the three estimators of e.
theta hat 1 = x
theta hat 2 = X1
x1+x2
theta hat3
2
Calculate that x1+2x2 = theta hat is a biased estimator of e and solve for the bias.
Transcribed Image Text:Let x1, X2, X3 be a random sample from an exponential distribution with mean 0. Consider the three estimators of e. theta hat 1 = x theta hat 2 = X1 x1+x2 theta hat3 2 Calculate that x1+2x2 = theta hat is a biased estimator of e and solve for the bias.
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9780321964038
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GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
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Pearson Addison Wesley,