3. The Lévy distribution with parameter > 0 is characterized by having the density 2023 exp(-21), (b) (a) Suppose we have samples ₁,...,n from the Lévy distribution with parameter 8. Find the maximum likelihood esti- mator for 0. (c) f(x; 0) = (d) x>0 T≤0 Is your estimator & from part (a) unbiased? are samples from a Gamma distribution with parameters What is Var(). The hint from part (b) will be Hint: 1, k = 1/2 and X = 1/(20). useful here as well. Show that the distribution of the samples 1/11,...,1/n is in fact a Gamma distribution with the parameters spec- ified in the hint of part (b). It might be useful to know that I'(1/2) = √√√.
3. The Lévy distribution with parameter > 0 is characterized by having the density 2023 exp(-21), (b) (a) Suppose we have samples ₁,...,n from the Lévy distribution with parameter 8. Find the maximum likelihood esti- mator for 0. (c) f(x; 0) = (d) x>0 T≤0 Is your estimator & from part (a) unbiased? are samples from a Gamma distribution with parameters What is Var(). The hint from part (b) will be Hint: 1, k = 1/2 and X = 1/(20). useful here as well. Show that the distribution of the samples 1/11,...,1/n is in fact a Gamma distribution with the parameters spec- ified in the hint of part (b). It might be useful to know that I'(1/2) = √√√.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Related questions
Question

Transcribed Image Text:3. The Lévy distribution with parameter 0> 0 is characterized by having the
density
(b)
(a)
Suppose we have samples 1,...,n from the
Lévy distribution with parameter 0. Find the maximum likelihood esti-
mator @ for 0.
(c)
f(x; 0):
(d)
20x3 exp(-26), x>0
x≤0
Is your estimator from part (a) unbiased?
1 are samples from a Gamma distribution with parameters
Hint:
#1 In
k = 1/2 and X = 1/(20).
useful here as well.
What is Var(). The hint from part (b) will be
Show that the distribution of the samples
1/21,..., 1/xn is in fact a Gamma distribution with the parameters spec-
ified in the hint of part (b). It might be useful to know that I(1/2) = √√.
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