Illustrate that distribution is not the unbiased estimator


Assume you have the random variable X with distribution Geom(p), and estimate p.

a. As E(X) = 1/p, the natural approach to evaluate p is to get the sample from X and then take reciprocal 1/X. Illustrate that this is not the unbiased estimator for p.

b. Assume you take n i.i.d. samples X1,...,Xn, and you consider Y be fraction of the samples that equal 1. Illustrate that Y is unbiased estimator for p.

Request for Solution File

Ask an Expert for Answer!!
Mathematics: Illustrate that distribution is not the unbiased estimator
Reference No:- TGS0867653

Expected delivery within 24 Hours