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

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stshgupta476

This document discusses two unbiased estimators, S^2 and T^2, for estimating the variance of a normal distribution based on a random sample. S^2 is the sample variance and calculates the mean squared deviation of observations from the sample mean. T^2 is based on the squared difference between the first and second observations. The document asks to find the relative efficiency of S^2 compared to T^2.

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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.