Suppose that instead of estimators of the form aX+e , we consider estimators of the form Θˆ=aX and ask for the value of a that m

Question

3 years ago

8

Suppose that instead of estimators of the form aX+e , we consider estimators of the form Θˆ=aX and ask for the value of a that m

inimizes the mean squared error. Mimic the derivation you have just seen and find the optimal value of a . Your answer should be an algebraic expression involving some of the constants b , c , d , where b=E[Θ2] , c=E[ΘX] , d=E[X2] .

Mathematics

1 answer:

ziro4ka [17] · Answer 1 · 2022-09-03T10:31:23+03:00

ziro4ka [17]3 years ago

7 0

Answer:

Step-by-step explanation:

find the solution below