1.5.1. Find the method of moments estimator and the variance of this estimator. 1.5.2. Find the maximum likelihood estimator (MLE) for and determine if the MLE is unbiased or not.

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2.1. Refer to Question 1.5.
2.1.1. Is the MLE consistent?
2.1.2. Is the MLE an efficient estimator for 0.
2.2. Let Y₁, Y₂, ..., Yn denote a random sample from a gamma distribution with each Y₁~gamma(0; p)
with known. Find a sufficient statistic for 0.
2.3. Let X₁, X₂,..., Xn denote a random sample with size n from an exponential density with mean
0₁. Find the MLE for 0₁.
2.4. Refer back to Question 2.3. Let X₁, X₂, ..., Xn denote a random sample with size n from the
exponential density with mean 0₁, and Y₁, Y₂, ..., Yn denote a random sample with size m from the
exponential density with mean 1. Find the likelihood ratio test for testing Ho: 0₁ = 1 against
Ha: 0₁ # 1.
2.5. Use the likelihood ratio test to test Ho: 0₁ = 1 against Ha: 0₁1 with a ≈ 0.01 when X = 2
and n = 50.
Transcribed Image Text:2.1. Refer to Question 1.5. 2.1.1. Is the MLE consistent? 2.1.2. Is the MLE an efficient estimator for 0. 2.2. Let Y₁, Y₂, ..., Yn denote a random sample from a gamma distribution with each Y₁~gamma(0; p) with known. Find a sufficient statistic for 0. 2.3. Let X₁, X₂,..., Xn denote a random sample with size n from an exponential density with mean 0₁. Find the MLE for 0₁. 2.4. Refer back to Question 2.3. Let X₁, X₂, ..., Xn denote a random sample with size n from the exponential density with mean 0₁, and Y₁, Y₂, ..., Yn denote a random sample with size m from the exponential density with mean 1. Find the likelihood ratio test for testing Ho: 0₁ = 1 against Ha: 0₁ # 1. 2.5. Use the likelihood ratio test to test Ho: 0₁ = 1 against Ha: 0₁1 with a ≈ 0.01 when X = 2 and n = 50.
1.5. Suppose that Y₁, Y₂, ..., Yn constitute a random sample from the density function
1
-e-y/(0+a)
f(yle) = 0 + a
0,
y> 0,0> -1
elsewhere.
1.5.1. Find the method of moments estimator and the variance of this estimator.
1.5.2. Find the maximum likelihood estimator (MLE) for and determine if the MLE is
unbiased or not.
Transcribed Image Text:1.5. Suppose that Y₁, Y₂, ..., Yn constitute a random sample from the density function 1 -e-y/(0+a) f(yle) = 0 + a 0, y> 0,0> -1 elsewhere. 1.5.1. Find the method of moments estimator and the variance of this estimator. 1.5.2. Find the maximum likelihood estimator (MLE) for and determine if the MLE is unbiased or not.
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