a) b) c) What is the parameter space of 8? Find the maximum likelihood estimator (MLE) of 0. What is the MLE of g(0) ==?

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.1: Continuous Probability Models
Problem 27E
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Let X₁, X₂, X3,..., X₁ denote a random sample of size n from the population distributed with the
following probability density function:
a)
b)
c)
d)
e)
f)
g)
f(x; 0) = {(0+
0,
((0+1)xº, if 0<x<1
elsewhere
What is the parameter space of 8?
Find the maximum likelihood estimator (MLE) of 0.
What is the MLE of g(0) =
Suppose that is a uniform minimum variance unbiased estimator of 0. Show that the variance
of 6, Var(8) = (0+1)²
Use part d) of question 2 to show that is a consistent estimator of 0.
Show that In (X₁) is a sufficient estimator of 0. [Hint: Use one-parameter regular
exponential family].
Estimate using the method of moment estimator.
Transcribed Image Text:Let X₁, X₂, X3,..., X₁ denote a random sample of size n from the population distributed with the following probability density function: a) b) c) d) e) f) g) f(x; 0) = {(0+ 0, ((0+1)xº, if 0<x<1 elsewhere What is the parameter space of 8? Find the maximum likelihood estimator (MLE) of 0. What is the MLE of g(0) = Suppose that is a uniform minimum variance unbiased estimator of 0. Show that the variance of 6, Var(8) = (0+1)² Use part d) of question 2 to show that is a consistent estimator of 0. Show that In (X₁) is a sufficient estimator of 0. [Hint: Use one-parameter regular exponential family]. Estimate using the method of moment estimator.
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