- #1
chicory
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A Bernoulli random sample :
X=1 , Pr(X=1)=p;
X=0 , Pr(X=0)=1-p;
taken X1, ..., Xn
and if it is known that 0=< p =<0.5
find a method of moments estimator of p
If I just take estimator of P =(sum Xi )/n than the estimate p may be bigger than 0.5 as in extreme case all Xi =1 .
What should I do , take estimator of p = Max (0.5*n , Sum Xi) /n ?
X=1 , Pr(X=1)=p;
X=0 , Pr(X=0)=1-p;
taken X1, ..., Xn
and if it is known that 0=< p =<0.5
find a method of moments estimator of p
If I just take estimator of P =(sum Xi )/n than the estimate p may be bigger than 0.5 as in extreme case all Xi =1 .
What should I do , take estimator of p = Max (0.5*n , Sum Xi) /n ?