Solution-Evaluate the bias and mean-square error of the ml

Evaluate the bias and mean-square error of the ml estimate

Reference no: EM131671604

Question: You have been asked to determine whether a binary random number generator is working properly. The number generator produces a stream of

bits equal to either 0 or 1. As a first step, you decide to estimate the unknown probability p that a zero is generated. Obviously, the generator is not working properly unless p equals

(a) Suppose that you observe a stream of n bits, and each time that a bit is generated, it has probability p of being equal to 0. Let Z be the total number of zero bits in the observed sequence. Find the maximum likelihood estimate of of p based on the knowledge of Z.

(b) Evaluate the bias and mean-square error of the ML estimate.

Reference no: EM131671604

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Evaluate the bias and mean-square error of the ml estimate

Reference no: EM131671604

Reference no: EM131671604

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