Bias and Variance of Estimators for Population Mean

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SUMMARY

The discussion focuses on calculating the bias and variance of three estimators for the population mean (\mu) based on a random sample of size n=3. The estimators are defined as follows: \mu 1 = X, \mu 2 = X1/5 + X2/2 + X3/5, and \mu 3 = (X1 + X2 + X3)/5. Participants are encouraged to apply the rules for expectations and variances of linear combinations of independent variables to derive the bias and variance for each estimator using the equations E(aX + bY) = aE(X) + bE(Y) and Var(aX + bY) = a²Var(X) + b²Var(Y).

PREREQUISITES
  • Understanding of population mean and variance concepts
  • Familiarity with estimators in statistics
  • Knowledge of expectations and variances of linear combinations of random variables
  • Basic proficiency in statistical notation and terminology
NEXT STEPS
  • Calculate the bias for each estimator using E(\mu) - \mu
  • Determine the variance for each estimator using Var(\mu)
  • Explore the implications of bias and variance in statistical inference
  • Review examples of linear combinations of independent random variables in statistics
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Students studying statistics, particularly those focusing on estimators, bias, and variance, as well as educators teaching statistical concepts related to population parameters.

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Homework Statement


Suppose you have a random sample {X1,X2,X3} of size n=3. Denote the population mean \mu = E(Xi) and the population variance \sigma^2= VAR(Xi). Consider the following three estimators for \mu

\mu 1= X
\mu 2= X1/5 +X2/2 +X3/5
\mu 3= (X1+X2+X3)/5

What is the bias associated with each estimator?
What is the variance associated with each estimator?

Homework Equations


I'm not sure


The Attempt at a Solution



I'm really at a loss now.
 
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gutnedawg said:

Homework Statement


Suppose you have a random sample {X1,X2,X3} of size n=3. Denote the population mean \mu = E(Xi) and the population variance \sigma^2= VAR(Xi). Consider the following three estimators for \mu

\mu 1= X
\mu 2= X1/5 +X2/2 +X3/5
\mu 3= (X1+X2+X3)/5

What is the bias associated with each estimator?
What is the variance associated with each estimator?

Homework Equations


I'm not sure


The Attempt at a Solution



I'm really at a loss now.

For each estimator use the rules for expectations and variances of linear combinations of independent variables.

<br /> \begin{align*}<br /> E(aX + bY) &amp;= aE(X) + bE(Y) \\<br /> Var(aX + bY) &amp; = a^2 Var(X) + b^2 Var(Y)<br /> \end{align*}<br />

Try these with your estimators and show what you find.
 

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