Question

Please help with this problem. Thank you!7.44 Let X1, ..., Xn be a random sample from (a) Find a sufficient statistic (b) Find a maximum-likelihood estimator of θ (c)

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

(292-074) WEEK 43 TUESDAY OCTOBER 201 10 12 ve evito Notes 2016 OCTOE Mon 31 3 1017 Tue Wed 4 11 185 5 12 19 6 13 20 Fri Sat

2 I 201 FRIDAY 49.By-tle met hed ơf Moment we have o use 19 NOVEMBER 7 14 21 28 8 15 22 29 9 16 23 30 310 17 24 11 18 25

(296-070) WEEK 43 SATURDAY OCTOBER 2016 To nove e note - take-the dou Vahve _tle (2

(e)

WEEK 46(314-052) 2016 NOVEMBER WEDNESDAY (L) = 12 uX.hane E(t)一3 & Also Lol, M= hean Lehman -Schele Theocerm M) VU Notes 2016

Add a comment
Know the answer?
Add Answer to:
Please help with this problem. Thank you! 7.44 Let X1, ..., Xn be a random sample...
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
  • Letter f and g only. 44 Let X,..., X. be a random sample from (a) Find a sufficient statistic. (b) Find a maximum-likel...

    Letter f and g only. 44 Let X,..., X. be a random sample from (a) Find a sufficient statistic. (b) Find a maximum-likelihood estimator of θ. (c) Find a method-of-moments estimator of θ. (d) Is there a complete sufficient statistic? If so, find it. (e) Find the UMVUE of 0 if one exists. (f) Find the Pitman estimator for the location parameter θ. (g) Using the prior density g(0)--e-n,๑)(8), find the posterior Bayes estimator Of θ. 44 Let X,..., X....

  • Let X1, . . . , Xn be a random sample from a population with density...

    Let X1, . . . , Xn be a random sample from a population with density 8. Let Xi,... ,Xn be a random sample from a population with density 17 J 2.rg2 , if 0<、〈릉 0 , if otherwise ( a) Find the maximum likelihood estimator (MLE) of θ . (b) Find a sufficient statistic for θ (c) Is the above MLE a minimal sufficient statistic? Explain fully.

  • Let X1,..., Xn be a random sample from the pdf f(x:0)-82-2, 0 < θ x <...

    Let X1,..., Xn be a random sample from the pdf f(x:0)-82-2, 0 < θ x < oo. (a) Find the method of moments estimator of θ. (b) Find the maxinum likelihood estimator of θ

  • Problem 1.2 Let Xi, X2, ..., Xn be a random sample from the pdf a) Find...

    Problem 1.2 Let Xi, X2, ..., Xn be a random sample from the pdf a) Find the maximum likelihood estimator of. θΜΕ- b) Find the method of moments estimator of 0. NDM c) If a random sample of n - 4 yields the following data: method of moments estimate of θ would be θΜΟΜ- MOM 7.50, 3.73, 4.52, 3.35 then the maximumn likelihood estimate of θ would be éMLE-- and the

  • 2. Let Xi,..., Xn be a random sample from the pd f (a) Find the method...

    2. Let Xi,..., Xn be a random sample from the pd f (a) Find the method of moments estimator of θ. (b) Find the maximum likelihood estimator of θ.

  • 2. Let X1, ..., Xn be a random sample from a Poisson random variable X with...

    2. Let X1, ..., Xn be a random sample from a Poisson random variable X with parameter 1 (a) Derive the method of moments estimator of 1 (4 marks) (b) Derive the maximum likelihood estimator of 1 (4 marks) (c) Derive the least squares estimator of 1 (4 marks) (d) Propose an estimator for VAR[X] (4 marks) (e) Propose an estimator for E[X²] (4 marks)

  • Suppose that X1, X2,....Xn is an iid sample of size n from a Pareto pdf of...

    Suppose that X1, X2,....Xn is an iid sample of size n from a Pareto pdf of the form 0-1) otherwise, where θ > 0. (a) Find θ the method of moments (MOM) estimator for θ For what values of θ does θ exist? Why? (b) Find θ, the maximum likelihood estimator (MLE) for θ. (c) Show explicitly that the MLE depends on the sufficient statistic for this Pareto family but that the MOM estimator does not

  • Multi-part question: Let X1, ..... , Xn be random variables that describe the height of students...

    Multi-part question: Let X1, ..... , Xn be random variables that describe the height of students from a class, in the logarithmic scale. A) Write the statistical model (there might be more than one suitable distribution). B) Assume that X1, ... ,Xn form a random sample from the normal distribution with known mean θ and unknown variance σ^2 . Find the maximum likelihood estimator of the variability of the height (in log scale) of the students, this is, find the...

  • 1. Let X1, ..., Xn be a random sample from a distribution with the pdf le-x/0,...

    1. Let X1, ..., Xn be a random sample from a distribution with the pdf le-x/0, x > 0, N = (0,00). (a) Find the maximum likelihood estimator of 0. (b) Find the method of moments estimator of 0. (c) Are the estimators in a) and b) unbiased? (d) What is the variance of the estimators in a) and b)? (e) Suppose the observed sample is 2.26, 0.31, 3.75, 6.92, 9.10, 7.57, 4.79, 1.41, 2.49, 0.59. Find the maximum likelihood...

  • Let X1, X2, ..., Xn be a random sample from a Gamma( a , ) distribution....

    Let X1, X2, ..., Xn be a random sample from a Gamma( a , ) distribution. That is, f(x;a,0) = loga xa-le-210, 0 < x <co, a>0,0 > 0. Suppose a is known. a. Obtain a method of moments estimator of 0, 0. b. Obtain the maximum likelihood estimator of 0, 0. c. Is O an unbiased estimator for 0 ? Justify your answer. "Hint": E(X) = p. d. Find Var(ë). "Hint": Var(X) = o/n. e. Find MSE(Ô).

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