Is this biased or unbiased Method of Moments Estimator?

  • Thread starter Thread starter songoku
  • Start date Start date
Click For Summary
The discussion focuses on the Method of Moments Estimator (MME) and its unbiasedness. The initial calculations show that the expected value of the estimator equals the parameter, indicating it is unbiased. However, there are suggestions for clearer notation in the representation of the estimator. One participant expresses confusion regarding the derivation of the expected value of the estimator, prompting a clarification on the steps involved. Overall, the conclusion is that the MME is indeed an unbiased estimator, pending clearer notation and understanding of the derivation process.
songoku
Messages
2,503
Reaction score
402
Homework Statement
Please see below
Relevant Equations
Method of Moments Estimator (MME)
1762743130961.webp


(i)
$$E(X)=\bar X$$
$$(-1)\left(\frac{\theta}{2}\right)+(1)\left(\frac{\theta}{2}\right)=\bar X$$
$$\bar X=0$$

Then:
$$\text{Var} (X)=\bar {X^2}-(\bar X)^2$$
$$(1)\left(\frac{\theta}{2}\right)+(1)\left(\frac{\theta}{2}\right)=\bar {X^2} - 0$$
$$\theta = \frac{1}{n} \sum_{i=1}^{n} X_{i}^{2}$$

(ii)
$$E(\hat {\theta})=E(\bar {X^2})=\theta$$

So the MME is unbiased estimator.

Is my working correct? Thanks
 
Physics news on Phys.org
(i) Your work is correct, but your notation should be clearer.
songoku said:
$$\theta = \frac{1}{n} \sum_{i=1}^{n} X_{i}^{2}$$
should be $$ \hat{\theta}=\frac1n\sum_{i=1}^{n}X_i^2 $$.
(ii) I do not understand how you get this
songoku said:
$$E(\hat {\theta})=E(\bar {X^2})=\theta$$
.
By following steps
$$ E(\hat{\theta})=E(\frac1n\sum_{i=1}^{n}X_i^2)=\frac1nE(\sum_{i=1}^{n}X_i^2)=... $$
you should get this $$ E(\hat{\theta})=\bar{X^2}=\theta $$ at the end.
 
I understand.

Thank you very much Gavran
 

Similar threads

  • · Replies 11 ·
Replies
11
Views
2K
  • · Replies 14 ·
Replies
14
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 19 ·
Replies
19
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 11 ·
Replies
11
Views
2K
Replies
3
Views
2K
  • · Replies 105 ·
4
Replies
105
Views
6K
  • · Replies 7 ·
Replies
7
Views
1K