1) Let X₁, X₂, X3,... X be a sequence of independent and identically distributed with the following probability density function [(0+1)x-0-2 0, f(x; 0) = {( if 1 < x < 0 otherwise a) Is f(x; 0) a member of one-parameter regular exponential family? If yes, write down the functions, h(x), c(0), w(0) and t(x). b) Use method of moments to find a statistic that we can use to estimate the parameter 0.
1) Let X₁, X₂, X3,... X be a sequence of independent and identically distributed with the following probability density function [(0+1)x-0-2 0, f(x; 0) = {( if 1 < x < 0 otherwise a) Is f(x; 0) a member of one-parameter regular exponential family? If yes, write down the functions, h(x), c(0), w(0) and t(x). b) Use method of moments to find a statistic that we can use to estimate the parameter 0.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:1) Let X₁, X2, X3,... X be a sequence of independent and identically distributed with the
following probability density function
((0+1)x-0-2
0,
f(x; 0) = {
if 1 < x < 0⁰
otherwise
a) Is f(x; 0) a member of one-parameter regular exponential family? If yes, write
down the functions, h(x), c(0), w(0) and t(x).
b) Use method of moments to find a statistic that we can use to estimate the
parameter 0.
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