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7/25/2019 Problem+Set+5+Solutions
1/3
7/25/2019 Problem+Set+5+Solutions
2/3
(1525)1
2 t5
V(T1) =V(X)/n2 =npq/n2 =pq/n
V(T2) =V(X+ 1)/(n+ 2)2 =V(X)/(n+ 2)2 =npq/(n+ 2)2
E(T1) =E(X)/n= np/n= p (E(T1)p)2
= 0E(T2) =E(X+ 1)/(n+ 2) = (E(x) + 1)/(n+ 2) = (np+ 1)/(n+ 2)(E(T2)p)
2 = ((12p)/(n+ 2))2
MSE(T1) =pq/n
MSE(T2) =npq/(n+ 2)2 + ((12p)/(n+ 2))2 = =
1 + (np)pq
(n+ 2)2
MSE(T1) =.0024 MSE(T2) =.0023936947 MSE(T2)
E(T1) = (1/6)6
1E(X) = (1/6)(6) =
E(T2) = (1/5)6
2E(X) = (1/5)(5) =
V ar(T1) =2/6 V ar(T2) =
2/5
MSE(T3) =2V ar(T1) + (1)
2V ar(T2) =2(2
6) + (1)2
2
5MSE(T3) = 2(
2
6) 2(1)
2
5
7/25/2019 Problem+Set+5+Solutions
3/3
6
=1
5
= 6
11
MSE(T3)
L(= 1/2 |HTT) = (1/2)(1/2)(1/2) = 1/8L(= 1/3 |HTT) = (2/3)(1/3)(1/3) = 2/27L(= 2/3 |HTT) = (1/3)(2/3)(2/3) = 4/27 2/3
ln(L) =7 + (xi)ln()20 + (yi)ln() + ( xi! yi!)
=xi+ yi
27
V ar() =
V ar(xi+ yi
27 ) = (V ar(xi) + V ar(yi))/27
2 = (7+ 10 2)/272 = /27
80/272