Use matlab to simulate the calculation

Assignment Help Basic Statistics

Reference no: EM131084072

Recall that an exponential (λ) random variable X has

Thus, to estimate λ from n independent samples X₁,..., X_n, either of the following techniques should work.

(a) Calculate the sample mean Mn (X) and form the estimate λˆ = 1/M_n(X).

(b) Calculate the unbiased variance estimate V'_n(X) of Theorem 7.11 and form the estimate λ =

Use Matlab to simulate the calculation and for m = 1000 experimental trials to determine which estimate is better.

Reference no: EM131084072

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