• Support PF! Buy your school textbooks, materials and every day products Here!

Determining which estimator to use (stats)

  • Thread starter jasper90
  • Start date
  • #1
16
0
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

and

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
 

Answers and Replies

  • #2
16
0
anyone?
 
  • #3
Ray Vickson
Science Advisor
Homework Helper
Dearly Missed
10,705
1,722
anyone?
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.

RGV
 
  • #4
16
0
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.
 

Related Threads for: Determining which estimator to use (stats)

Replies
2
Views
623
  • Last Post
Replies
0
Views
1K
Replies
5
Views
2K
Replies
5
Views
955
Replies
5
Views
7K
Replies
2
Views
3K
Replies
4
Views
7K
Replies
0
Views
877
Top