Mid-Term Examination
Please answer all questions and submit to NYUBrightspace no later than 10PM on Tues., 10/26/2021. Part I Answer all questions ( 5 points each)
1. What is the definition of an unbiased estimator. Show that X is an unbiased estimator for E(Xt ) = //.
2. Describe the central limit theorem.
3. Describe the properties of the ML estimator.
4. Is the quasi-maximum likelihood estimator a consistent estimator?
5. How would you simulate random variables from a standard Normal distribution?