(1) Suppose that X1,..., X, is a random sample from the Normal distribution N(0, a?) with parameter a > 0. Find the method-of-moment estimator of o. (2) Suppose that X1,...,X, is a random sample from the Gamma distribution with density -le r(a)" and parameters a, 8 > 0. Using the fact, without proof, that the expected value and variance of the Gamma distribution are given by a/ß and a/B2, respectively, S(r; a, 8) 1> 0 find the method-of-moment estimator of a and 3. (3) Suppose that X;...,X, is a random sample from a distribution with density f(x; 8) = 0x-2, r e (8, 00) and parameter 6 > 0. What can you say about the method-of-moment estimator of 0 as we defined it in the lectures?

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Question

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Consider again the random sample as in item (3) above. Can you think of a suitable extension of the method-of-moment method to find an estimator of θ?

(1) Suppose that X1,..., X, is a random sample from the Normal distribution
N(0, a?) with parameter a > 0. Find the method-of-moment estimator of o.
(2) Suppose that X1,...,X, is a random sample from the Gamma distribution with
density
a-le
I(a)"
and parameters a, 8 > 0. Using the fact, without proof, that the expected value
and variance of the Gamma distribution are given by a/3 and a/B?, respectively,
S(r; a, 8) :
I>0
find the method-of-moment estimator of a and 3.
(3) Suppose that X;...,X, is a random sample from a distribution with density
f(x; 8) = 0x-2, r e (8, 00)
and parameter 6 > 0. What can you say about the method-of-moment estimator
of 0 as we defined it in the lectures?
Transcribed Image Text:(1) Suppose that X1,..., X, is a random sample from the Normal distribution N(0, a?) with parameter a > 0. Find the method-of-moment estimator of o. (2) Suppose that X1,...,X, is a random sample from the Gamma distribution with density a-le I(a)" and parameters a, 8 > 0. Using the fact, without proof, that the expected value and variance of the Gamma distribution are given by a/3 and a/B?, respectively, S(r; a, 8) : I>0 find the method-of-moment estimator of a and 3. (3) Suppose that X;...,X, is a random sample from a distribution with density f(x; 8) = 0x-2, r e (8, 00) and parameter 6 > 0. What can you say about the method-of-moment estimator of 0 as we defined it in the lectures?
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