Construct combined estimator

A question is this type if and only if it asks to find coefficients for a weighted combination of estimators that is unbiased or has minimum variance.

2 questions · Standard +0.8

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Edexcel FS2 2024 June Q7
11 marks Challenging +1.2
  1. Two organisations are each asked to carry out a survey to find out the proportion, \(p\), of the population that would vote for a particular political party.
The first organisation finds that out of \(m\) people, \(X\) would vote for this particular political party. The second organisation finds that out of \(n\) people, \(Y\) would vote for this particular political party. An unbiased estimator, \(Q\), of \(p\) is proposed where $$Q = k \left( \frac { X } { m } + \frac { Y } { n } \right)$$
  1. Show that \(k = \frac { 1 } { 2 }\) A second unbiased estimator, \(R\), of \(p\) is proposed where $$R = \frac { a X } { m } + \frac { b Y } { n }$$
  2. Show that \(a + b = 1\) Given that \(m = 100\) and \(n = 200\) and that \(R\) is a better estimator of \(p\) than \(Q\)
  3. calculate the range of possible values of \(a\) Show your working clearly.
Edexcel S4 2003 June Q6
14 marks Standard +0.3
A random sample of three independent variables \(X_1\), \(X_2\) and \(X_3\) is taken from a distribution with mean \(\mu\) and variance \(\sigma^2\).
  1. Show that \(\frac{2}{5}X_1 - \frac{1}{5}X_2 + \frac{4}{5}X_3\) is an unbiased estimator for \(\mu\). [3]
An unbiased estimator for \(\mu\) is given by \(\hat{\mu} = aX_1 + bX_2\) where \(a\) and \(b\) are constants.
  1. Show that Var(\(\hat{\mu}\)) = \((2a^2 - 2a + 1)\sigma^2\). [6]
  2. Hence determine the value of \(a\) and the value of \(b\) for which \(\hat{\mu}\) has minimum variance. [5]