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Math Help - Application of normal distribution

  1. #1
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    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).
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  2. #2
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    Re: Application of normal distribution

    where are you stuck and what did you try?
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