Variance of an unbiased estimator $L = fracpi4sqrt{X_1X_2}$
up vote
1
down vote
favorite
Find variance of unbiased estimator L, where $L = dfracpi4sqrt{X_1X_2}$.
$f(x) = dfrac1theta e^{frac{-x}{theta}}$, $x>0$,
$X_1$ and $X_2$ are independent, and exponentially distributed.
Since $L$ is unbiased so I know $E[L] = theta$, right?
Also, $operatorname{Var}[x] = E[x^2] - E[x]^2$. But I'm struggling with finding $E[x^2]$. Any help will be appreciated. Thank you.
probability integration statistics variance expected-value
add a comment |
up vote
1
down vote
favorite
Find variance of unbiased estimator L, where $L = dfracpi4sqrt{X_1X_2}$.
$f(x) = dfrac1theta e^{frac{-x}{theta}}$, $x>0$,
$X_1$ and $X_2$ are independent, and exponentially distributed.
Since $L$ is unbiased so I know $E[L] = theta$, right?
Also, $operatorname{Var}[x] = E[x^2] - E[x]^2$. But I'm struggling with finding $E[x^2]$. Any help will be appreciated. Thank you.
probability integration statistics variance expected-value
1
How can the "estimator" $L$ depend on the quantity $theta$ being estimated?
– jesterII
Nov 27 at 11:59
@jesterll edited.
– OvermanZarathustra
Nov 27 at 13:20
3
You are given $E(L)$. Now look at $E(L^2)=text{const.}E(X_1X_2)$. Now use the independence of $X_1$ and $X_2$. The variance of $L$ is $E(L^2)-E(L)^2$.
– yurnero
Nov 27 at 13:50
1
From $operatorname{Var}(L)=frac{pi^2}{16}operatorname{Var}(sqrt{X_1X_2})=frac{pi^2}{16}left[E(X_1X_2)-(E(sqrt{X_1X_2}))^2right]$, the only thing that needs calculating is $E(sqrt{X_1})$. Where is the problem?
– StubbornAtom
Nov 27 at 16:14
add a comment |
up vote
1
down vote
favorite
up vote
1
down vote
favorite
Find variance of unbiased estimator L, where $L = dfracpi4sqrt{X_1X_2}$.
$f(x) = dfrac1theta e^{frac{-x}{theta}}$, $x>0$,
$X_1$ and $X_2$ are independent, and exponentially distributed.
Since $L$ is unbiased so I know $E[L] = theta$, right?
Also, $operatorname{Var}[x] = E[x^2] - E[x]^2$. But I'm struggling with finding $E[x^2]$. Any help will be appreciated. Thank you.
probability integration statistics variance expected-value
Find variance of unbiased estimator L, where $L = dfracpi4sqrt{X_1X_2}$.
$f(x) = dfrac1theta e^{frac{-x}{theta}}$, $x>0$,
$X_1$ and $X_2$ are independent, and exponentially distributed.
Since $L$ is unbiased so I know $E[L] = theta$, right?
Also, $operatorname{Var}[x] = E[x^2] - E[x]^2$. But I'm struggling with finding $E[x^2]$. Any help will be appreciated. Thank you.
probability integration statistics variance expected-value
probability integration statistics variance expected-value
edited Nov 27 at 13:20
asked Nov 27 at 10:41
OvermanZarathustra
156
156
1
How can the "estimator" $L$ depend on the quantity $theta$ being estimated?
– jesterII
Nov 27 at 11:59
@jesterll edited.
– OvermanZarathustra
Nov 27 at 13:20
3
You are given $E(L)$. Now look at $E(L^2)=text{const.}E(X_1X_2)$. Now use the independence of $X_1$ and $X_2$. The variance of $L$ is $E(L^2)-E(L)^2$.
– yurnero
Nov 27 at 13:50
1
From $operatorname{Var}(L)=frac{pi^2}{16}operatorname{Var}(sqrt{X_1X_2})=frac{pi^2}{16}left[E(X_1X_2)-(E(sqrt{X_1X_2}))^2right]$, the only thing that needs calculating is $E(sqrt{X_1})$. Where is the problem?
– StubbornAtom
Nov 27 at 16:14
add a comment |
1
How can the "estimator" $L$ depend on the quantity $theta$ being estimated?
– jesterII
Nov 27 at 11:59
@jesterll edited.
– OvermanZarathustra
Nov 27 at 13:20
3
You are given $E(L)$. Now look at $E(L^2)=text{const.}E(X_1X_2)$. Now use the independence of $X_1$ and $X_2$. The variance of $L$ is $E(L^2)-E(L)^2$.
– yurnero
Nov 27 at 13:50
1
From $operatorname{Var}(L)=frac{pi^2}{16}operatorname{Var}(sqrt{X_1X_2})=frac{pi^2}{16}left[E(X_1X_2)-(E(sqrt{X_1X_2}))^2right]$, the only thing that needs calculating is $E(sqrt{X_1})$. Where is the problem?
– StubbornAtom
Nov 27 at 16:14
1
1
How can the "estimator" $L$ depend on the quantity $theta$ being estimated?
– jesterII
Nov 27 at 11:59
How can the "estimator" $L$ depend on the quantity $theta$ being estimated?
– jesterII
Nov 27 at 11:59
@jesterll edited.
– OvermanZarathustra
Nov 27 at 13:20
@jesterll edited.
– OvermanZarathustra
Nov 27 at 13:20
3
3
You are given $E(L)$. Now look at $E(L^2)=text{const.}E(X_1X_2)$. Now use the independence of $X_1$ and $X_2$. The variance of $L$ is $E(L^2)-E(L)^2$.
– yurnero
Nov 27 at 13:50
You are given $E(L)$. Now look at $E(L^2)=text{const.}E(X_1X_2)$. Now use the independence of $X_1$ and $X_2$. The variance of $L$ is $E(L^2)-E(L)^2$.
– yurnero
Nov 27 at 13:50
1
1
From $operatorname{Var}(L)=frac{pi^2}{16}operatorname{Var}(sqrt{X_1X_2})=frac{pi^2}{16}left[E(X_1X_2)-(E(sqrt{X_1X_2}))^2right]$, the only thing that needs calculating is $E(sqrt{X_1})$. Where is the problem?
– StubbornAtom
Nov 27 at 16:14
From $operatorname{Var}(L)=frac{pi^2}{16}operatorname{Var}(sqrt{X_1X_2})=frac{pi^2}{16}left[E(X_1X_2)-(E(sqrt{X_1X_2}))^2right]$, the only thing that needs calculating is $E(sqrt{X_1})$. Where is the problem?
– StubbornAtom
Nov 27 at 16:14
add a comment |
1 Answer
1
active
oldest
votes
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
mathbb{E}bracks{L} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}dd x_{1},dd x_{2}
\[5mm] & =
{pi over 4}pars{root{theta}
int_{0}^{infty}expo{-x_{1}/theta}
,root{x_{1} over theta},{dd x_{1} over theta}}
\[2mm] & phantom{===,}
pars{root{theta}
int_{0}^{infty}expo{-x_{2}/theta},root{x_{2} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
{pi over 4}
underbrace{pars{int_{0}^{infty}x^{1/2}expo{-x}dd x}^{2}}
_{ds{= Gamma^{2}pars{3/2} = {pi/4}}} theta =
bbx{{pi^{2} over 16},theta}
\[1cm]
mathbb{E}bracks{L^{2}} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}^{2}dd x_{1},dd x_{2}
\[5mm] & =
{pi^{2} over 16}pars{thetaint_{0}^{infty}
expo{-x_{1}/theta},{x_{1} over theta}
,{dd x_{1} over theta}}
pars{thetaint_{0}^{infty}
expo{-x_{2}/theta},{x_{1} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
bbx{{pi^{2} over 16},theta^{2}}
\[1cm]
mbox{Var}pars{L} & =
bbx{{pi^{2} over 16}pars{1 - {pi^{2} over 16}}theta^{2}}
end{align}
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "69"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3015630%2fvariance-of-an-unbiased-estimator-l-frac-pi4-sqrtx-1x-2%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
mathbb{E}bracks{L} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}dd x_{1},dd x_{2}
\[5mm] & =
{pi over 4}pars{root{theta}
int_{0}^{infty}expo{-x_{1}/theta}
,root{x_{1} over theta},{dd x_{1} over theta}}
\[2mm] & phantom{===,}
pars{root{theta}
int_{0}^{infty}expo{-x_{2}/theta},root{x_{2} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
{pi over 4}
underbrace{pars{int_{0}^{infty}x^{1/2}expo{-x}dd x}^{2}}
_{ds{= Gamma^{2}pars{3/2} = {pi/4}}} theta =
bbx{{pi^{2} over 16},theta}
\[1cm]
mathbb{E}bracks{L^{2}} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}^{2}dd x_{1},dd x_{2}
\[5mm] & =
{pi^{2} over 16}pars{thetaint_{0}^{infty}
expo{-x_{1}/theta},{x_{1} over theta}
,{dd x_{1} over theta}}
pars{thetaint_{0}^{infty}
expo{-x_{2}/theta},{x_{1} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
bbx{{pi^{2} over 16},theta^{2}}
\[1cm]
mbox{Var}pars{L} & =
bbx{{pi^{2} over 16}pars{1 - {pi^{2} over 16}}theta^{2}}
end{align}
add a comment |
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
mathbb{E}bracks{L} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}dd x_{1},dd x_{2}
\[5mm] & =
{pi over 4}pars{root{theta}
int_{0}^{infty}expo{-x_{1}/theta}
,root{x_{1} over theta},{dd x_{1} over theta}}
\[2mm] & phantom{===,}
pars{root{theta}
int_{0}^{infty}expo{-x_{2}/theta},root{x_{2} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
{pi over 4}
underbrace{pars{int_{0}^{infty}x^{1/2}expo{-x}dd x}^{2}}
_{ds{= Gamma^{2}pars{3/2} = {pi/4}}} theta =
bbx{{pi^{2} over 16},theta}
\[1cm]
mathbb{E}bracks{L^{2}} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}^{2}dd x_{1},dd x_{2}
\[5mm] & =
{pi^{2} over 16}pars{thetaint_{0}^{infty}
expo{-x_{1}/theta},{x_{1} over theta}
,{dd x_{1} over theta}}
pars{thetaint_{0}^{infty}
expo{-x_{2}/theta},{x_{1} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
bbx{{pi^{2} over 16},theta^{2}}
\[1cm]
mbox{Var}pars{L} & =
bbx{{pi^{2} over 16}pars{1 - {pi^{2} over 16}}theta^{2}}
end{align}
add a comment |
up vote
1
down vote
accepted
up vote
1
down vote
accepted
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
mathbb{E}bracks{L} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}dd x_{1},dd x_{2}
\[5mm] & =
{pi over 4}pars{root{theta}
int_{0}^{infty}expo{-x_{1}/theta}
,root{x_{1} over theta},{dd x_{1} over theta}}
\[2mm] & phantom{===,}
pars{root{theta}
int_{0}^{infty}expo{-x_{2}/theta},root{x_{2} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
{pi over 4}
underbrace{pars{int_{0}^{infty}x^{1/2}expo{-x}dd x}^{2}}
_{ds{= Gamma^{2}pars{3/2} = {pi/4}}} theta =
bbx{{pi^{2} over 16},theta}
\[1cm]
mathbb{E}bracks{L^{2}} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}^{2}dd x_{1},dd x_{2}
\[5mm] & =
{pi^{2} over 16}pars{thetaint_{0}^{infty}
expo{-x_{1}/theta},{x_{1} over theta}
,{dd x_{1} over theta}}
pars{thetaint_{0}^{infty}
expo{-x_{2}/theta},{x_{1} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
bbx{{pi^{2} over 16},theta^{2}}
\[1cm]
mbox{Var}pars{L} & =
bbx{{pi^{2} over 16}pars{1 - {pi^{2} over 16}}theta^{2}}
end{align}
$newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
newcommand{braces}[1]{leftlbrace,{#1},rightrbrace}
newcommand{bracks}[1]{leftlbrack,{#1},rightrbrack}
newcommand{dd}{mathrm{d}}
newcommand{ds}[1]{displaystyle{#1}}
newcommand{expo}[1]{,mathrm{e}^{#1},}
newcommand{ic}{mathrm{i}}
newcommand{mc}[1]{mathcal{#1}}
newcommand{mrm}[1]{mathrm{#1}}
newcommand{pars}[1]{left(,{#1},right)}
newcommand{partiald}[3]{frac{partial^{#1} #2}{partial #3^{#1}}}
newcommand{root}[2]{,sqrt[#1]{,{#2},},}
newcommand{totald}[3]{frac{mathrm{d}^{#1} #2}{mathrm{d} #3^{#1}}}
newcommand{verts}[1]{leftvert,{#1},rightvert}$
begin{align}
mathbb{E}bracks{L} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}dd x_{1},dd x_{2}
\[5mm] & =
{pi over 4}pars{root{theta}
int_{0}^{infty}expo{-x_{1}/theta}
,root{x_{1} over theta},{dd x_{1} over theta}}
\[2mm] & phantom{===,}
pars{root{theta}
int_{0}^{infty}expo{-x_{2}/theta},root{x_{2} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
{pi over 4}
underbrace{pars{int_{0}^{infty}x^{1/2}expo{-x}dd x}^{2}}
_{ds{= Gamma^{2}pars{3/2} = {pi/4}}} theta =
bbx{{pi^{2} over 16},theta}
\[1cm]
mathbb{E}bracks{L^{2}} & equiv
int_{0}^{infty}{expo{-x_{1}/theta} over theta}
int_{0}^{infty}{expo{-x_{2}/theta} over theta}
pars{{pi over 4}root{x_{1}x_{2}}}^{2}dd x_{1},dd x_{2}
\[5mm] & =
{pi^{2} over 16}pars{thetaint_{0}^{infty}
expo{-x_{1}/theta},{x_{1} over theta}
,{dd x_{1} over theta}}
pars{thetaint_{0}^{infty}
expo{-x_{2}/theta},{x_{1} over theta}
,{dd x_{2} over theta}}
\[5mm] & =
bbx{{pi^{2} over 16},theta^{2}}
\[1cm]
mbox{Var}pars{L} & =
bbx{{pi^{2} over 16}pars{1 - {pi^{2} over 16}}theta^{2}}
end{align}
answered Nov 27 at 16:39
Felix Marin
66.7k7107139
66.7k7107139
add a comment |
add a comment |
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3015630%2fvariance-of-an-unbiased-estimator-l-frac-pi4-sqrtx-1x-2%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
1
How can the "estimator" $L$ depend on the quantity $theta$ being estimated?
– jesterII
Nov 27 at 11:59
@jesterll edited.
– OvermanZarathustra
Nov 27 at 13:20
3
You are given $E(L)$. Now look at $E(L^2)=text{const.}E(X_1X_2)$. Now use the independence of $X_1$ and $X_2$. The variance of $L$ is $E(L^2)-E(L)^2$.
– yurnero
Nov 27 at 13:50
1
From $operatorname{Var}(L)=frac{pi^2}{16}operatorname{Var}(sqrt{X_1X_2})=frac{pi^2}{16}left[E(X_1X_2)-(E(sqrt{X_1X_2}))^2right]$, the only thing that needs calculating is $E(sqrt{X_1})$. Where is the problem?
– StubbornAtom
Nov 27 at 16:14