Given you have an independent random sample of a Bernoulli random variable with parameter p, estimate the variance of the maximum likelihood estimator of p using the Cramer-Rao lower bound for the variance
So, with large enough sample size, I know the population mean of the estimator will be p, and the variance will be:
Now I'm having some trouble calculating the variance of , this is what I have so far:
since the probability function of is binomial, we have:
so:
and:
and:
since , and for a Bernoulli random variable and :
Therefore,
However, I believe the true value I should have come up with is .
During the first 13 weeks of the television season, the Saturday evening 8:00 P.M. to 9:00 P.M. audience proportions were recorded as ABC 29% , CBS 27%, NBC 25% , and Independents 19% . A sample of homes two weeks after a Saturday night schedule revision yielded the following viewing audience data: ABC 95 homes, CBS 63 homes, NBC 86 homes, and Independents 56 homes. Test with to determine whether the viewing audience proportions changed.
Find the test statistic (Round your test statistic to two decimal places. Use Table 3 of Appendix B.)
Test statistic =