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Mathematics, 04.04.2020 10:30 econsta3
Let Y be a Bernoulli random variable with success probability Pr ( Y = 1 ) = p , and let Y 1 , … , Y n be i. i.d. draws from this distribution. Let ˆ p be the fraction of successes (1s) in this sample. Show that ˆ p = ¯¯¯ Y . Show that ˆ p is an unbiased estimator of p. Show that var ( ˆ p ) = p ( 1 − p ) / n .
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Let Y be a Bernoulli random variable with success probability Pr ( Y = 1 ) = p , and let Y 1 , … , Y...
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