2. Suppose that X1,.., Xn are iid Geometric random variables with frequency func- .... tion f (x; 0) = 0(1 – 0)", x= 0, 1, 2, ., 0 E (0, 1). .... Find the ML estimator 0, of 0. Show that 6n is consistent an find its asymptotic distribution.

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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2. Suppose that X1, .
Xn are iid Geometric random variables with frequency func-
...
tion
f(x; 0) = 0(1 – 0)", x = 0, 1, 2, ..., 0 E (0, 1).
Find the ML estimator 0, of 0. Show that Ôn is consistent an find its asymptotic
distribution.
Transcribed Image Text:2. Suppose that X1, . Xn are iid Geometric random variables with frequency func- ... tion f(x; 0) = 0(1 – 0)", x = 0, 1, 2, ..., 0 E (0, 1). Find the ML estimator 0, of 0. Show that Ôn is consistent an find its asymptotic distribution.
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