(1.) Suppose X₁, X2,..., Xn is i.i.d and follows a Poisson distribution with parameter X, that is X²e-A 2! E[X]=A, E[X²] = 1² + A. Find the maximum likelihood estimator of A. fx(x) =

Linear Algebra: A Modern Introduction
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Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
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(1.) Suppose X₁, X2,..., Xn is i.i.d and follows a Poisson distribution with parameter X, that is
X²e-A
E[X] =A, E[X²] = 1² + X.
fx(x) =
1
Find the maximum likelihood estimator of X.
(2.) Explain whether the estimator obtained above is a minimum variance unbiased estimator,
and if so, prove this.
Transcribed Image Text:(1.) Suppose X₁, X2,..., Xn is i.i.d and follows a Poisson distribution with parameter X, that is X²e-A E[X] =A, E[X²] = 1² + X. fx(x) = 1 Find the maximum likelihood estimator of X. (2.) Explain whether the estimator obtained above is a minimum variance unbiased estimator, and if so, prove this.
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