Consider the likelihood of an i.i.d. sample from a Bernoulli population with parameter 𝑝 𝐿 ( 𝑥 1 , . . . , 𝑥 𝑇 ) = ∏ 𝑡 = 1 𝑇 𝑝 𝑥 𝑡 ( 1 − 𝑝 ) 1 − 𝑥 𝑡 . If you estimate the parameter 𝑝 using a Maximum Likelihood estimator, you obtain the point estimate 𝑝 ̂ = 1 𝑇 ∑ 𝑡 = 1 𝑇 𝑥 𝑡 , which corresponds to the sample mean. We know that for a Bernoulli random variable the expected value and the variance are 𝔼 ( 𝑥 𝑡 ) = 𝑝 , 𝕍 ( 𝑥 𝑡 ) = 𝑝 ( 1 − 𝑝 ) . Using this information, what is the variance of the estimator 𝕍 ( 𝑝 ̂ ) ? 单项选择题
A
The variance of 𝑝 ̂ is 𝕍 ( 𝑝 ̂ ) = 𝑝 2
B
The variance of 𝑝 ̂ is 𝕍 ( 𝑝 ̂ ) = 𝑝 ( 1 − 𝑝 ) 𝑇
C
All the answers are incorrect.
D
The variance of 𝑝 ̂ is 𝕍 ( 𝑝 ̂ ) = 𝔼 ( 𝑝 2 )
E
The variance of 𝑝 ̂ is 𝕍 ( 𝑝 ̂ ) = 𝑝 ( 1 − 𝑝 )
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