Let X1, ..., Xn be IID observations from Uniform(0, θ). T(X) = max(X1, . . ....

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Let X1, ..., Xn be IID observations from Uniform(0, θ). T(X) = max(X1, . . ....

Let X1, ..., Xn be IID observations from Uniform(0, θ). T(X) = max(X1, . . . Xn) is a sufficient statistic (additionally, T is the MLE for θ). Find a (1 − α)-level confidence interval for θ.

[Note: The support of this distribution changes depending on the value of θ, so we cannot use Fisher’s approximation for the MLE because not all of the regularity assumptions hold.]

math Statistics-And-Probability

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