2.2. Let Y1, Y2, ..., Y, denote independent and identically distributed random variables from a power family distribution with parameters a and 0 = 3. Then, as in Exercise 9.43, if a > 0, J ay-/3", 0

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2.2.
Let Y1, Y2, ..., Yn denote independent and identically distributed random variables from a
power family distribution with parameters a and 0 = 3. Then, as in Exercise 9.43, if a > 0,
[ay-/3".
0 sys 3,
f0
=
0,
elsewhere.
Show that E(Y,) = 3a/(a + 1) and derive the method-of-moments estimator for a.
Also determine if the estimator is unbiased for a.
Transcribed Image Text:2.2. Let Y1, Y2, ..., Yn denote independent and identically distributed random variables from a power family distribution with parameters a and 0 = 3. Then, as in Exercise 9.43, if a > 0, [ay-/3". 0 sys 3, f0 = 0, elsewhere. Show that E(Y,) = 3a/(a + 1) and derive the method-of-moments estimator for a. Also determine if the estimator is unbiased for a.
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