A uniform distribution in the range of [0,] is given by
What is the maximum likelihood estimation for ?
(hint: Think of two cases, where ).
A uniform distribution in the range of [0,] is given by What is the maximum likelihood...
are iid ( ) and and is known. Finding Maximum likelihood estimator about . We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
0Let X1, ....., Xn be iid Random variable from a Uniform distribution with pdf given by . (1) Is the 2-dimensional statistics T1(X) = (X(1), X(n)) a complete sufficient statistics? Justify your answer (2) Is the one-dimensional statistic a complete sufficient statistic? Justify your answer We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
(6) . We pick samples randomly from the population which distributes uniformly between the interval of. . Answer the following questions regarding the median of the samples Show that the distribution which follows has the distribution as shown below. Find the expected value of . Show = . When , show that is the consistent estimator of . We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imagen = 2m...
#4. Let , , and be a random sample from f. Find the UMVUE for We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
Let be independent, identically distributed random variables with . Let and for , . (a) Show that is a martingale. (b) Explain why satisfies the conditions of the martingale convergence theorem (c) Let . Explain why (Hint: there are at least two ways to show this. One is to consider and use the law of large numbers. Another is to note that with probability one does not converge) (d) Use the optional sampling theorem to determine the probability that ever attains...
Doob’s Decomposition: Let be a submartingale relative to the filtration . Show that there is a martingale and a predictable sequence such that for all and . (Xm)m>o We were unable to transcribe this image(Mm)m>o (Am)m20 We were unable to transcribe this imagem>0 We were unable to transcribe this image
are order statistics from same distribution . Sample size is 3. Define and Finding marginal density of . We were unable to transcribe this imageplz) = 1 We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
are order statistics from same distribution . Sample size is 3. Define and Finding joint density of and . We were unable to transcribe this imageplz) = 1 We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
are iid ( ) and and is known. Finding the MOM(method of moments) of . We were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this imageWe were unable to transcribe this image
For a in , show that . (Note that for , denotes the nonnegative square root of b.) We were unable to transcribe this imageCl CU- b >0 We were unable to transcribe this image