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Suppose that X1, X2, ,Xn is an iid sample from Íx (x10), where θ Ε Θ. In each case below, find (i) the method of moments estimator of θ, (ii) the maximum likelihood estimator of θ, and (iii) the uniformly minimum variance unbiased estimator (UMVUE) of T(9) 0. exp fx (x10) 1(0 < x < 20), Θ-10 : θ 0}, τ(0) arbitrary, differentiable 20 (d) n-1 (sample size of n-1 only) ー29 In part (d), comment on whether the UMVUE for T(8)-e_2θ makes sense.

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