revision class 4
revision class 4
VII Estimation
−20
−25
lhd(x, n, sumx)
−30
−35
−40
0 5 10 15 20 25 30
and
n
(b − a)2 a+b 2
1 X 2
xi = + .
n 12 2
i=1
Tb (X1 , . . . , Xn ) − Ta (X1 , . . . , Xn ) =
n n
!2 1/2
1 X 1 X
12 Xi2 − Xi .
n n
i=1 i=1
(c) Can you create an example of a data set where some of the
observed values lie outside the interval (â, b̂), where â and b̂ are
the estimates of a and b?
Why might you regard the estimates â and b̂ as unsatisfactory
in such a case?
Y = FX (X ).
Show that
Y ∼ Unif(0, 1).
Y(i) = FX (X(i) ), i = 1, . . . , n.