Application of normal distribution
1. Suppose a sample X1, X2,…Xn is drawn randomly from a normal distribution N(m,s2).
a) Show that Xbar (average) and Xi-Xbar are uncorrelated for i=1,2,...n;
b) Show that Cov(Xbar, s2) = 0;
c) Show that m'=X2bar - s2/n is unbiased estimator of m2, where X2bar is the average of X2.
2. For uniform distribution E~U[2m1m2;m12+m22], construct estimates for m1 and m2 using:
a) method of moments;
b) method of maximum likelihood.
(m2>m1>0).
Re: Application of normal distribution
where are you stuck and what did you try?
