Question

Random variables X_{1},X_{2},...,X_{n} are independent and identically distributed. 0 is a parameter of their distribution. State the definition for a pivotal function of X, the vector of random variables, and 0.

Random variables
ANSWERED
asked 2021-05-19
Random variables \(X_{1},X_{2},...,X_{n}\) are independent and identically distributed. 0 is a parameter of their distribution.
State the definition for a pivotal function of X, the vector of random variables, and 0.

Answers (1)

2021-05-20
A pivotal function is a function under which the function's probability distribution does not depends on the parameters to be estimated. It is a function of observations and unknown parameters.
Let Q be the pivotal function for θ such that
Q=Q(X:0)
where \(X=(X_{1},X_{2},...,X_{n})\)
0
 
Best answer

expert advice

Have a similar question?
We can deal with it in 3 hours
...