Order Statistics, Unbiasedness, and Expected Valuesby Providence88 Tags: expected, order, statistics, unbiasedness, values 

#1
Jul2609, 06:31 PM

P: 7

1. The problem statement, all variables and given/known data
Let Y1, Y2, ..., Yn denote a random sample from the uniform distribution on the interval ([tex]\theta[/tex], [tex]\theta + 1[/tex]). Let [tex]\hat{\theta} = Y_{(n)}  \frac{n}{n+1}[/tex] Show that [tex]\hat{\theta}[/tex] is an unbiased estimator for [tex]\theta[/tex] 2. Relevant equations Well, to check for unbiasedness, E([tex]\hat{\theta}[/tex]) should = [tex]\theta[/tex]. The difficulty for me arises when calculating [tex]g_{(n)}(y)[/tex], needed to find E[[tex]\hat{\theta}[/tex]]. The interval ([tex]\theta[/tex], [tex]\theta + 1[/tex]) seems to make this integral very complicated: [tex]E[\hat{\theta}][/tex] = [tex]\int^{\theta + 1}_{\theta} yg_{(n)}(y)[/tex] 3. The attempt at a solution I attempted to find [tex]g_{(n)}(y)[/tex], which I thought to be [tex]ny^{n1}[/tex], but according to our solutions manual, it's actually [tex]n(y\theta)^{n1}[/tex], which I have no idea how that is concluded. And even if that is the true value of [tex]g_{(n)}(y)[/tex], the integral is still looking very daunting. Any help? Thanks! 



#2
Jul2709, 10:09 AM

HW Helper
P: 1,495

I am not quite sure what [itex]g_n(y)[/itex] is so you will have to explain why you thought it would equal [itex]n y^{n1}[/itex]. As for the integral it is not so hard. You can solve it by partial integration.
[tex] \int_{\theta}^{\theta+1} ny(y\theta)^{n1}dy=y (y\theta)^n ]_\theta^{\theta+1}\int_{\theta}^{\theta+1} (y\theta)^n dy [/tex] 



#3
Jul2709, 10:16 AM

P: 7

Oh, [tex]g_{(n)}(y)[/tex] is the density function for [tex]Y_{(n)}[/tex]=max(Y1, Y2, ..., Yn)
[tex]g_{(n)}(y) = n[F(Y)]^{n1}*f(y)[/tex], where F(Y) is the distribution function of Y and f(y) is the density function. Since the bounds are theta and theta plus one, I assumed that f(y), by definition, is 1/(theta + one  theta), which equals one. If f(y) = 1, then F(Y) = y + C. I'm starting to think that the plus C would be (theta). 


Register to reply 
Related Discussions  
Can someone Please help me understand E(X) expected values in statistics  Calculus & Beyond Homework  4  
Statistics Expected Variable Question  Precalculus Mathematics Homework  1  
Expected Values in a Harmonic Oscillator  Advanced Physics Homework  1  
expected values..  Introductory Physics Homework  2 