1. J

    Covariance of the population SxyU

    Hey, I need some help to figure out this problem! I'm asked to express SxyU, the covariance of the population, as a function of four totals and propose an estimator based on this result. I started something, but as you will see, I only have 3 totals and I'm not even sure of what I did. Should...
  2. A

    Mean-square error question with lengthy calculus.

    I got the alpha in 9a which is 2 and 9b mse is infinity. Then I cannot continue.
  3. Francisco Sáez

    Mean Squared Error explained in a visual manner (method case)

    Dear all. I would like to share with you the video I have develop in which people can understand the concepts of Bias and Efficiency of an estimator from a total practical point of view and using a simulated case (method case). If you want understand this concepts, above all for people who don't...
  4. M

    unbiasedness and consistency of an estimator

    Hi guys: i am new in this forum. i have this excercise and drive mi crazy already Could you please help me? I will really appreciate it A kiss and a hug from CUBA
  5. J

    Nullity test

    Good evening, I have a problem i can't solve. The data is: n=25 Y_i= Beta1 + Beta2 * x_i + Beta3 * z_i + epsilon_i B_hat = (2.341 1.616 0.014) SSR= 233.726 SST= 5843.15 sqrt(X*Xt)^(-1)_(3,3)= 0.00107 (square root of the bottom right coefficient of the (X*Xt)^(-1) matrix). The questions i'm on...
  6. U

    Checking significance of bias.

    In a new design, estimator seems to be biased but efficient than the existing design. Now I want to check whether the bias of the estimator based on new design is significant. The formula of the variance of the estimator based on new design is intractable. How can I check the...
  7. J

    How to calculate Huber Estimator

    Hi, I would like to understand how to compute the Huber estimator. As I read, the objective function of Huber estimator is minimizing $\rho (x_i - \theta)$, where the $\rho (t) = 1/2 t^2$ when $|t| < k$ and $\rho (t) = k|t| - 1/2 k^2$ when $|t| > k$. Anyone know how to compute this...
  8. B

    [Finite population correction(FPC)] Did I discover “FPC(nHr)”?

    [Finite population correction(FPC)] Did I discover “FPC(H^n_r)”? talkstats members are knowledgeable. Anybody knows there is any precursor already published FPC(H^n_r). The journals rejected my paper. Finite population correction FPC(H^n_r) - samples drawn in repeated combinations...
  9. B

    How to obtain an unbiased post-stratified estimator for survival probabilities?

    Suppose I have estimated the survival probabilities $\hat{S(t)}_1, \hat{S(t)}_2, \ldots, \hat{S(t)}_H$ from $H$ strata. Now I want to get an unbiased estimate of population survival probability $S(t)$ using these stratum-specific estimates. Then what should be the estimator? Should it be...
  10. C

    Using estimators for goodness of fit test

    This is a practice question I came across when dong some goodness of fit test examples.A company sells cloths by mail order.The size of clothes is defined by hip size; thus the height of customers of a particular customer may vary considerably. Data set of heights sent in by customers of size...
  11. D

    Rayleigh estimator and correction factor

    We're using the Rayleigh distribution for some real-world scenarios. We often need to estimate its parameter (sigma) from samples R of size N where N is very small. The estimator we're using for sigma, \widehat{\sigma} = \sqrt{\frac{\sum r_i^2}{2n}}, is biased. Using Monte Carlo analysis...