Q: Let X1, ....., Xn be an IID(Identically independence distribution) random sample of observations on the random variable X. let mu = E(X) and variance = Var(X)
PX,n(x) = 1/n ∑ I(Xi = x)
For the ∑, upper bound is n and lower bound i = 1
Where I( . ) is an indicator function taking the value one if its argument is true and zero otherwise. Find the MSE of PX,n(x)
This post was edited by zyQuzA0e5esy2y on Mar 1 2015 03:03pm