Math Problem Statement

Assume that X_1, ..., X_n ~ iid Ber(p) and consider the following estimators for p. Compute the biases.

Solution

The problem states that we have a sample of nn independent and identically distributed (i.i.d.) random variables X1,,XnX_1, \dots, X_n, each following a Bernoulli distribution with parameter pp, denoted XiBer(p)X_i \sim \text{Ber}(p). The task is to compute the biases for different estimators of pp.

Let me outline the approach to solve this:

  1. Expectation and Bias:

    • Suppose we have an estimator p^\hat{p} for pp.
    • The bias of p^\hat{p} is defined as: Bias(p^)=E[p^]p\text{Bias}(\hat{p}) = \mathbb{E}[\hat{p}] - p where E[p^]\mathbb{E}[\hat{p}] is the expected value of p^\hat{p}.
  2. Common Estimators for pp: Without seeing the specific estimators listed in the problem, typical estimators for the parameter pp in a Bernoulli distribution include:

    • The sample mean p^1=1ni=1nXi\hat{p}_1 = \frac{1}{n} \sum_{i=1}^n X_i.
    • Any other biased estimator (such as transformations or scaled versions of the sample mean).
  3. Computing Bias:

    • For the sample mean estimator p^1\hat{p}_1: E(p^1)=E(1ni=1nXi)=1ni=1nE(Xi)=1nnp=p\mathbb{E}\left(\hat{p}_1\right) = \mathbb{E}\left(\frac{1}{n} \sum_{i=1}^n X_i\right) = \frac{1}{n} \sum_{i=1}^n \mathbb{E}(X_i) = \frac{1}{n} \cdot n \cdot p = p Thus, the bias of p^1\hat{p}_1 is Bias(p^1)=E[p^1]p=0\text{Bias}(\hat{p}_1) = \mathbb{E}[\hat{p}_1] - p = 0.

To proceed, please let me know if specific estimators are provided in the question, and I'll calculate the biases for each. Alternatively, I can outline common estimators and their biases if needed.

Would you like further details on this approach, or do you have any additional questions? Here are some related questions for exploration:

  1. How does the sample size nn affect the bias of different estimators?
  2. What other properties of an estimator (like variance) are important besides bias?
  3. Why is the sample mean an unbiased estimator for the Bernoulli parameter pp?
  4. How would the bias calculation change if the estimator were nonlinear in XiX_i?
  5. Can bias correction techniques make an estimator unbiased?

Tip: Remember, bias is just one measure of an estimator's accuracy; understanding its variance is also crucial for assessing its reliability.

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Math Problem Analysis

Mathematical Concepts

Statistics
Bias of Estimators
Bernoulli Distribution

Formulas

Bias(\hat{p}) = E[\hat{p}] - p
E(\hat{p}_1) = (1/n) * sum(E(X_i)) = p for sample mean estimator

Theorems

Expectation of sample mean as an unbiased estimator
Properties of Bernoulli distribution

Suitable Grade Level

Undergraduate