Question

Last question please!each case, find the maximum likelihood estimatorand the method-of-moments estimator 8. Please write your answer in terms of m

0 0
Add a comment Improve this question Transcribed image text
Answer #1

solution : fon:o) = 2 e be-col wences, coco f(x) = See fonso tu = + 1 x Ex-adu u xolde] -=[%c Semte - Sena Senda Dobu)] trees

Add a comment
Know the answer?
Add Answer to:
Last question please! each case, find the maximum likelihood estimatorand the method-of-moments estimator 8. Please write...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • Can’t figure out the MLE Let f(0,0) = 830-1, 0<x<1, DEN = {0:0<O<00). For each of...

    Can’t figure out the MLE Let f(0,0) = 830-1, 0<x<1, DEN = {0:0<O<00). For each of the following two sets of 10 observations from the given distribution, calculate the values of the maximum likelihood estimate and the method-of-moments estimate 0. 0.66, 0.76, 0.55, 0.91, 0.57, 0.55, 0.40, 0.94, 0.99, 0.87 The maximum likelihood estimator 0:0 Submit Answer Incorrect. Tries 2/5 Previous Tries The method-of-moments estimator : You are correct. Your receipt no. is 159-435 Previous Tries . 0.81, 0.99, 0.48,...

  • Find the method of moments and maximum likelihood estimator for the relevant parameters, based on a...

    Find the method of moments and maximum likelihood estimator for the relevant parameters, based on a random sampe X.. , frtrbutioas a) X, has a negative binomial distribution NB(r.p) when r 3; b) i has a gamma distribution Gamma(?, ?) when ?-2.

  • (a) (4 points) Find the method of moments estimator for θ. (b) (4 points) Find the maximum likeli...

    (a) (4 points) Find the method of moments estimator for θ. (b) (4 points) Find the maximum likelihood estimator for . (c) (3 points) Show that the maximum likelihood estimator for θ is a function of a sufficient statistic. (d) (4 points) Find the Cramer-Rao lower bound for the variance of an estimator of . (e) (3 points) Identify the asymptotic distribution of the MLE. (a) (4 points) Find the method of moments estimator for θ. (b) (4 points) Find...

  • If the modom Variable Y denotes an individual's income, Pareto's law claims that P(Yay)-(W) wherek is...

    If the modom Variable Y denotes an individual's income, Pareto's law claims that P(Yay)-(W) wherek is the entire population's minimum income It follows that 540)**** *** yak 21. ample of The income information has been collected on a ra. individuals: Y.Y2....,Y To answer this question, enter your answer as a formula. In addition to the usual guidelines, a few more instructions for this problem: write y.) as single variable p and y asm. These can be used as the input...

  • Instructions: For each of the following distributions, compute the maximum likelihood estimator b...

    Instructions: For each of the following distributions, compute the maximum likelihood estimator based on n i.d. observations X····, Xn and the Fisher information, if defined. If it is not, enter DNE in each applicable input box. which means that each X1 has density exp (-( 1)2 202 Hint: Keep in mind that we consider σ2 as the parameter, not σ . You may want to write τ-σ2 in your computation. (Enter barx_n for the sample average Xn and bar(X_n 2)...

  • Concept Question: Maximum Likelihood Estimator for the Laplace distribution 1 point possible (graded) As in the...

    Concept Question: Maximum Likelihood Estimator for the Laplace distribution 1 point possible (graded) As in the previous problem, let mn MLE denote the MLE for an unknown parameter m* of a Laplace distribution. MLE Can we apply the theorem for the asymptotic normality of the MLE to mn? (You must choose the correct answer that also has the correct explanation.) No, because the log-likelihood is not concave. No, because the log-likelihood is not twice-differentiable, so the Fisher information does not...

  • I would like to find the method of moments estimator for Uniform(-0, distributions. The density for...

    I would like to find the method of moments estimator for Uniform(-0, distributions. The density for Uniform(-0,0) is fu(ul0) = for - Suco 10 otherwise 28 Calculate the expected value of U. Why is it impossible to use this to estimate o? b) (7 points) Suppose that we observe n IID observations 2, with pdf 8 (170) exp 21V2 2 363 +5log 33} -> 0 for some unknown 8 and where the 8 must be positive. Find the maximum likelihood...

  • 2. Recap: Maximum Likelihood Estimators and Fisher information Bookmark this page Instructions: For each of the...

    2. Recap: Maximum Likelihood Estimators and Fisher information Bookmark this page Instructions: For each of the following distributions, compute the maximum likelihood estimator based on n i.i.d. observations X1,..., Xn and the Fisher information, if defined. If it is not enter DNE in each applicable input box. (d) 7 points possible (graded) X; ~N (u,0?), u ER, o? > 0, which means that each X1 has density Hint: Keep in mind that we consider o? as the parameter, not o....

  • (9) [12 pts] An exponentially distributed random variable, call it X, has the following probability density...

    (9) [12 pts] An exponentially distributed random variable, call it X, has the following probability density functior f(x)-oe ex , x > 0, θ > 0 Note that ElX] and VX]ー1 For the rest of this question, assume that you have a data set (xn1 consisting of a random sample of N observations of X. (a) Derive two different Method of Moments estimators for θ. HINT: remember that the MOM is based on the analogy principle, or the idea that...

  • (9) 112 pts] An exponentially distributed random variable, call it X, has the following probability density...

    (9) 112 pts] An exponentially distributed random variable, call it X, has the following probability density function: f(x)-Be-ex , x > 0, θ > 0. Note that E(X) and VX-สั่ For the rest of this question, assume that you have a data set xn1 consisting of a random sample of N observations of X (a) Derive two different Method of Moments estimators for θ. HINT: remember that the MOM is based on the analogy principle, or the idea that sample...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT