1. Consider estimator g(n) = In(1 – În). Is it consistent for g(p)? Why? 2. Find the distribution of n(g(In) – 9(p)) a n → o.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Answer following questions attached.

 

iid
Suppose we observe X1, X2, ..., Xn
Ber(p) and let Xn be the
sample average. Suppose we want to estimate the variance g(p) = p(1 – p).
1.
Consider estimator g(ỹn) = In(1 – Jn). Is it consistent for g(p)? Why?
2.
Find the distribution of n(g(Jn) – g(p)) as n → ∞.
Transcribed Image Text:iid Suppose we observe X1, X2, ..., Xn Ber(p) and let Xn be the sample average. Suppose we want to estimate the variance g(p) = p(1 – p). 1. Consider estimator g(ỹn) = In(1 – Jn). Is it consistent for g(p)? Why? 2. Find the distribution of n(g(Jn) – g(p)) as n → ∞.
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