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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

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

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