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Let X1,X2,,XnX _ { 1 } , X _ { 2 } , \ldots , X _ { n }

question 11

Essay

Let X1,X2,,XnX _ { 1 } , X _ { 2 } , \ldots , X _ { n } represent a random sample from a Rayleigh distribution with pdf f(x;θ)=xθex2/(2θ)x>0f ( x ; \theta ) = \frac { x } { \theta } e ^ { - x ^ { 2 }/ ( 2 \theta ) }\quad x > 0
a. It can be shown that E(X2)=2θE \left( X ^ { 2 } \right) = 2 \theta
Use this fact to construct an unbiased estimator of θ\theta
based on xi2\sum x _ { i } ^ { 2 }
(and use rules of expected value to show that it is unbiased).
b. Estimate θ\theta
from the following n=10n = 10
observations on vibratory stress of a turbine blade under specified conditions:
17.08 10.43 4.79 6.86 13.88
14.43 20.07 9.60 6.71 11.15

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