6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01,...

Question

Question

6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01, 02) = (1/02)e-(2–01)/02, 01 < x <ao, -20 <

math Statistics-And-Probability

Add a comment Improve this question Transcribed image text

Answer 1

Answer #1

- Aug Given that; likelihood : 1 (01:1) collaterali eto me in I (01, P,)) {where I lost it where si-min{xy... an} . MLE of 8 89-$ (ai - Xu ) is the mle od (Note: X() EX(0) XiExi - x - Note: I Hope your Happy with my Auswer * please support me with yo

Add a comment

Answer 2

Similar Homework Help Questions

PROBLEM 3 Let X1, X2,L , X, be iid observations from a distribution with pdf given...

PROBLEM 3 Let X1, X2,L , X, be iid observations from a distribution with pdf given by f(xl0)=0x0-, 0<x<1, 0<O<00. a) Find the maximum likelihood estimator of O. b) Find the moment estimator of 0. c) (Extra credit) Compare the mean squared error of the two estimators in (a) and (b). Which one is better? (5 points)
5. Let X1, X2, ..., Xn be a random sample from a distribution with pdf of...

5. Let X1, X2, ..., Xn be a random sample from a distribution with pdf of f(x) = (@+1)xº,0<x<1. a. What is the moment estimator for 0 using the method of moments technique? b. What is the MLE for @ ?
Let X1, X2,..., Xn be a r.s. from f(x) = 0x0-1, for 0 < x <1,0...

Let X1, X2,..., Xn be a r.s. from f(x) = 0x0-1, for 0 < x <1,0 < a < 0o. (a) Find the MLE of 0. (b) Let T = -log X. Find the pdf of T. (c) Find the pdf of Y = DIT: (i.e., distribution of Y = - , log Xi). (d) Find E(). (e) Find E( ). (f) Show that the variance of 0 MLE → as n → 00. (g) Find the MME of 0.

Let X1, X2, ..., Xn represent a random sample from each of the distributions having the...

Let X1, X2, ..., Xn represent a random sample from each of the distributions having the following pdf. Please find the maximum likelihood estimator for each case: (c) f(x; θ)--e-x/e,0 < x < 00, 0 < θ < oo, zero elsewhere (d) f(x; θ) e- , θ x < 00,-00 < θ < 00, zero elsewhere In each case, find the mie of a (x-6)
3. Let X1 , X2, . . . , Xn be a randon sample from the...

3. Let X1 , X2, . . . , Xn be a randon sample from the distribution with pdf f(r;0) = (1/2)e-z-8,-X < < oo,-oc < θ < oo. Find the maximum likelihood estimator of θ.
5. Let X1, X2,. , Xn be a random sample from a distribution with pdf of...

5. Let X1, X2,. , Xn be a random sample from a distribution with pdf of f(x) (0+1)x,0< x<1 a. What is the moment estimator for 0 using the method of moments technique? b. What is the MLE for 0?

1. Let X1 and X2 have the joint pdf f(x1, x2) = 2e-11-22, 0 < 11...

1. Let X1 and X2 have the joint pdf f(x1, x2) = 2e-11-22, 0 < 11 < 1 2 < 0o, zero elsewhere. Find the joint pdf of Yı = 2X1 and Y2 = X2 – Xı.
3. Let X1, X2, ..., Xbe iid having the common pdf S 2/r if l<r< , f(1) = 0 elswhere. Is there a real number a suc...

3. Let X1, X2, ..., Xbe iid having the common pdf S 2/r if l<r< , f(1) = 0 elswhere. Is there a real number a such that X a as n o ?
Let X1, X2, ..., Xn be iid random variables with a "Rayleigh” density having the following...

Let X1, X2, ..., Xn be iid random variables with a "Rayleigh” density having the following pdf: 22 -12 10 f(x) = e x > 0 > 0 0 пе a) (3 points) Find a sufficient estimator for 0 using the Factorization Theorem. b) (3 points) Find a method of moments estimator for 0. Small help: E(X1) = V c) (7 points) What is the MLE of 02 + 0 – 10 ? d) (7 points) For a fact, 21–1...

Let X1, ..., Xn be a random sample from the distribution 1 f(x; 01, 02) e-(2–01)/02...

Let X1, ..., Xn be a random sample from the distribution 1 f(x; 01, 02) e-(2–01)/02 x > 01, - < 01 <0, 02 > 0. 7 02 Find the method of moments estimators (MMEs) of 04 and 02.

6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01,...

Homework Answers

Add Answer to:
6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01,...

Post as a guest

Earn Coins

PROBLEM 3 Let X1, X2,L , X, be iid observations from a distribution with pdf given...

5. Let X1, X2, ..., Xn be a random sample from a distribution with pdf of...

Let X1, X2,..., Xn be a r.s. from f(x) = 0x0-1, for 0 < x <1,0...

Let X1, X2, ..., Xn represent a random sample from each of the distributions having the...

3. Let X1 , X2, . . . , Xn be a randon sample from the...

5. Let X1, X2,. , Xn be a random sample from a distribution with pdf of...

1. Let X1 and X2 have the joint pdf f(x1, x2) = 2e-11-22, 0 < 11...

3. Let X1, X2, ..., Xbe iid having the common pdf S 2/r if l<r< , f(1) = 0 elswhere. Is there a real number a suc...

Let X1, X2, ..., Xn be iid random variables with a "Rayleigh” density having the following...

Let X1, ..., Xn be a random sample from the distribution 1 f(x; 01, 02) e-(2–01)/02...

6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01,...

Homework Answers

Add Answer to: 6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01,...

Post as a guest

Earn Coins

Add Answer to:
6.4.3. Let X1, X2, ..., Xn be iid, each with the distribution having pdf f(x; 01,...