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QUESTION

2. Consider a random sample X1, . . . , Xn from the pdf f(:c;6) = 0.5(1 +6.73), 1 S a: g 1, Where 1 S 6 g 1. (a) Show that 9 = 3711 221:1 Xi is an

Please answer and explains part C (the part before compute). Thank you.

2. Consider a random sample X1, . . . , Xn from the pdff(:c;6) = 0.5(1 +6.73), —1 S a: g 1,Where —1 S 6 g 1. (a) Show that 9 = 371—1 221:1 Xi is an unbiased estimator of 6’. (b) We have discussed two principled ways of constructing estimators. Which one ofthese two principles leads to the estimator 6? A (c) Obtain the standard error SE and the mean squared error MSE(9) of the estimator6. Compute estimates SE and MSE(6) for the data given in sample .txt.
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