Question

Suppose that Xi, X2,., Xn is an iid sample from (1- 0) In 0 0, X(T 0, herwise, where the parameter θ satisfies 0 θ 1. (a) Estimate θ using the method of moments (MOM) and using the method of maximum likelihood. Note: I am not sure if you can get closed form expressions for either estimator, but that is OK. Just write out the equation(s) that would need to be solved (numerically) to

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Answer #1

the method of moments is obtained on putting sample moments with equal to population noments and MLE can be obtained by differentiating the likelihood function with respect to theta and equate 0. the whole process is as

ha thoch momen of mornrnt ㅙ e24ałe Acmple room.pln with fap nに1 ind ブニ1 o) now &n puf ting e9n0= es Ø.wogt Od CI-0 cohaii.. i am providing well explained answer, if you have any doubt please ask by comment, i will be respond you. please give your good rating to answer for providing best quality answers in future.

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