What is the Variance of the estimator $ hatμ_n = frac1n(5X_1+ sum_i=2^n-1X_i-3X_n)$ Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)How can I show that sample mean has the smallest variance?Finding the variance of a statistic.What is the variance of an estimator in terms of central momentsVariance of MLE $sigma^2$ estimatorRoot estimator to get variance?Variance of variance MLE estimator of a normal distributionVariance of unbiased variance estimator for binomial distributionVariance of estimator (log/binomial/exponential)Calculating variance of an estimatorDetermine the variance of estimator T
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What is the Variance of the estimator $ hatμ_n = frac1n(5X_1+ sum_i=2^n-1X_i-3X_n)$
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 00:00UTC (8:00pm US/Eastern)How can I show that sample mean has the smallest variance?Finding the variance of a statistic.What is the variance of an estimator in terms of central momentsVariance of MLE $sigma^2$ estimatorRoot estimator to get variance?Variance of variance MLE estimator of a normal distributionVariance of unbiased variance estimator for binomial distributionVariance of estimator (log/binomial/exponential)Calculating variance of an estimatorDetermine the variance of estimator T
$begingroup$
I am given the random sample X1, . . . , Xn, which is identically and independently distributed over f(X), for a population density f(X) with finite mean μ and variance $σ_2$. I am given the estimator
$ hatμ_n = frac1n(5X_1+ sum_i=2^n-1X_i-3X_n)$
for the unknown mean of the population.
I need to calculate the variance of $hatμ_n$ and compare is to $bar X_n$. This is causing me a little trouble.
I haven't manipulated Variance much, so I might have made a simple error here:
$Var(hatμ_n)= Var(frac1n(5X_1+ sum_i=2^n-1X_i-3X_n))\
=frac1n^2 (5^2Var(X_1)+sum_i=2^n-1Var(X_i)+(-3^2Var(X_n)))\
frac1n^2 (25Var(X_1)+sum_i=2^n-1Var(X_i)+9Var(X_n))$
I know I need to get this to compare to $fracσ^2n$ ...I just don't know how to get it into that form.
If anyone could please help to clarify if I am right so far, and how to get it into a comparable form, I'd be very grateful.
estimation variance
$endgroup$
add a comment |
$begingroup$
I am given the random sample X1, . . . , Xn, which is identically and independently distributed over f(X), for a population density f(X) with finite mean μ and variance $σ_2$. I am given the estimator
$ hatμ_n = frac1n(5X_1+ sum_i=2^n-1X_i-3X_n)$
for the unknown mean of the population.
I need to calculate the variance of $hatμ_n$ and compare is to $bar X_n$. This is causing me a little trouble.
I haven't manipulated Variance much, so I might have made a simple error here:
$Var(hatμ_n)= Var(frac1n(5X_1+ sum_i=2^n-1X_i-3X_n))\
=frac1n^2 (5^2Var(X_1)+sum_i=2^n-1Var(X_i)+(-3^2Var(X_n)))\
frac1n^2 (25Var(X_1)+sum_i=2^n-1Var(X_i)+9Var(X_n))$
I know I need to get this to compare to $fracσ^2n$ ...I just don't know how to get it into that form.
If anyone could please help to clarify if I am right so far, and how to get it into a comparable form, I'd be very grateful.
estimation variance
$endgroup$
add a comment |
$begingroup$
I am given the random sample X1, . . . , Xn, which is identically and independently distributed over f(X), for a population density f(X) with finite mean μ and variance $σ_2$. I am given the estimator
$ hatμ_n = frac1n(5X_1+ sum_i=2^n-1X_i-3X_n)$
for the unknown mean of the population.
I need to calculate the variance of $hatμ_n$ and compare is to $bar X_n$. This is causing me a little trouble.
I haven't manipulated Variance much, so I might have made a simple error here:
$Var(hatμ_n)= Var(frac1n(5X_1+ sum_i=2^n-1X_i-3X_n))\
=frac1n^2 (5^2Var(X_1)+sum_i=2^n-1Var(X_i)+(-3^2Var(X_n)))\
frac1n^2 (25Var(X_1)+sum_i=2^n-1Var(X_i)+9Var(X_n))$
I know I need to get this to compare to $fracσ^2n$ ...I just don't know how to get it into that form.
If anyone could please help to clarify if I am right so far, and how to get it into a comparable form, I'd be very grateful.
estimation variance
$endgroup$
I am given the random sample X1, . . . , Xn, which is identically and independently distributed over f(X), for a population density f(X) with finite mean μ and variance $σ_2$. I am given the estimator
$ hatμ_n = frac1n(5X_1+ sum_i=2^n-1X_i-3X_n)$
for the unknown mean of the population.
I need to calculate the variance of $hatμ_n$ and compare is to $bar X_n$. This is causing me a little trouble.
I haven't manipulated Variance much, so I might have made a simple error here:
$Var(hatμ_n)= Var(frac1n(5X_1+ sum_i=2^n-1X_i-3X_n))\
=frac1n^2 (5^2Var(X_1)+sum_i=2^n-1Var(X_i)+(-3^2Var(X_n)))\
frac1n^2 (25Var(X_1)+sum_i=2^n-1Var(X_i)+9Var(X_n))$
I know I need to get this to compare to $fracσ^2n$ ...I just don't know how to get it into that form.
If anyone could please help to clarify if I am right so far, and how to get it into a comparable form, I'd be very grateful.
estimation variance
estimation variance
edited Mar 26 at 9:43
MWalters
asked Mar 23 at 21:04
MWaltersMWalters
12
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