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Mathematics, 11.02.2020 23:07 awkwardkid0123
Suppose that X1, X2,..., Xn are i. i.d, N(μ, δ²) and μ and δ² are estimated by the method of maximum likelihood, with resulting estimates μ_hat and δ²_hat. Suppose the bootstrap is used to estimate the sampling distribution of μ_hat.
a. Explain why the boostrap estimate of the distribution of μ_hat is N(μ_hat, δ²_hat/n)
b. Explain why the bootstrap estimate of the distribution of μ_hat -μ is N(0, δ²_hat/n)
c. According to the result of the previous part, what is the form of the boostrap confidence interval for μ , and how does it compare to the exact confidence interval based on the t distribution?
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Suppose that X1, X2,..., Xn are i. i.d, N(μ, δ²) and μ and δ² are estimated by the method of maximum...
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