Purchase Solution

Calculations with unbiased estimators

Not what you're looking for?

Ask Custom Question

Please see the attached file for full problem.

a) Using the results for the gamma distribution, show that s^2 is an unbiased estimator of sigma^2. Also state its variance.
b) Consider a statistic of the form T_k = ks^2, for some constant k. Find expressions for the bias and variance of T_k as an estimator of sigma^2. Hene, or otherwise, find the value of k that minimizes the mean squared error of T_k as an estimator of sigma^2.

Attachments
Purchase this Solution

Solution Summary

This solution helps with calculations involving unbiased estimators.

Purchase this Solution


Free BrainMass Quizzes
Measures of Central Tendency

This quiz evaluates the students understanding of the measures of central tendency seen in statistics. This quiz is specifically designed to incorporate the measures of central tendency as they relate to psychological research.

Know Your Statistical Concepts

Each question is a choice-summary multiple choice question that presents you with a statistical concept and then 4 numbered statements. You must decide which (if any) of the numbered statements is/are true as they relate to the statistical concept.

Terms and Definitions for Statistics

This quiz covers basic terms and definitions of statistics.

Measures of Central Tendency

Tests knowledge of the three main measures of central tendency, including some simple calculation questions.