Let X be a discrete random variable whose PMF is $\qquad p(0) = \frac{2\theta}{3}, \quad p(1) = \frac{\theta}{3}, \quad p(2) = \frac{2(1-\theta)}{3}, \quad p(3) = \frac{1-\theta}{3}$. Suppose that $X_1, \dots, X_n$ are iid samples of X ($n > 0)$. (a) Find the MME for $\theta$. [10 marks] (b) Is the MME unbiased? Is it asymptotically unbiased? [10 marks] (c) Find the MLE for $\theta$. [10 marks] (d) Is the MLE unbiased? Is it asymptotically unbiased? [10 marks]
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To find the MME, we need to equate the sample moments to the population moments. The first population moment is E(X) = Σx * p(x), where x is the value of the random variable and p(x) is the probability mass function. In this case, we have: E(X) = 0 * p(0) + 1 * Show more…
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