STAT 330: 98_1
Assignment 4 Solutions
This is equal to when
or
. In this case
and we get
.
The derivative of this with respect to is
which is 0 when
which gives
the estimate ?. (I haven't worked it out yet.)
The derivative of this with respect to y is the density of Y so
the density is which is part a).
which is not . Thus Y is biased but
so that
is unbiased.
which is a minimum when is minimized. Take
the derivative with respect to K and set it equal to 0 to get
4K/(n-1)+2K = 2 whose solution is K=(n-1)/(n+1).
The derivative with respect to is simply
which is 0 when
. Put this
in for each
and note that
Now take the derivative with respect to
to get
which is 0 when