题目
Problem
The random variable follows a continuous uniform distribution over the interval where is a constant.
The mean of a random sample of size is denoted by .
(a) Show that is a biased estimator of , and state the bias.
(3)
Given that is an unbiased estimator for
(b) find the value of .
(1)
A random sample of 10 values of is taken and the results are as follows
(c) Hence estimate the maximum value of
(3)
(Total for Question 2 is 7 marks)
题目中文翻译
随机变量 X 服从区间 [a - 3, 2a + 3] 上的连续均匀分布,其中 a 为常数。
从该分布中抽取一个大小为 n 的随机样本,其样本均值记作 X̄。
(a) 证明 X̄ 是 a 的有偏估计量,并写出其偏差。
已知 Y = kX̄ 是 a 的无偏估计量。
(b) 求 k 的值。
从 X 中随机抽取 10 个值,结果如下:
3 5 8 12 4 13 10 8 5 12
(c) 因而估计 X 的最大值。