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Homework Help: Determining which estimator to use (stats)

  1. Sep 23, 2012 #1
    Consider a uniform distribution on the interval 0≤ X ≤ θ. We are interested in estimated θ from a random sample of draws for the PDF. Two potential estimators are:

    θ1 = (2/n) Ʃ Yi


    θ2 = (n/θ)(y/θ)^(n-1)

    which estimator would you prefer and why? What statistical properties did you use to decide?

    Uniform distribution f(x)= 1/(B-A) for alpha < X < Beta

    We use method of moments estimator and max likelihood estimator
  2. jcsd
  3. Sep 24, 2012 #2
  4. Sep 24, 2012 #3

    Ray Vickson

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    Science Advisor
    Homework Helper

    Sure. Show us what you have done so far. Those are the Forum rules, and are also the means of mastering the material and passing the course.

  5. Sep 24, 2012 #4
    I really dont know. Every problem we have done in class was done the reverse way.

    Like, I know for max likelihood estimator, we take the Ln of f(x) and then derive it. Then we set to 0 and solve for our estimator. But I have never had to choose one. I tried reversing the process, but it is definitely wrong.

    I know I would be replacing B with θ1 and θ2.
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