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Suppose that Y1,Y2,,Yn is a random sample from a normal distribution with mean and variance
2. Two unbiased estimators of 2 are ^12=S2=n11i=1n(YiY)2and^22=21(Y1Y2)2. Find the
efficiency of ^12 relative to ^22.

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Suppose that Y1,Y2,�,Yn is a random sample from a normal distribution.pdf

  • 1. Suppose that Y1,Y2,,Yn is a random sample from a normal distribution with mean and variance 2. Two unbiased estimators of 2 are ^12=S2=n11i=1n(YiY)2and^22=21(Y1Y2)2. Find the efficiency of ^12 relative to ^22.