3. Time intervals (in minutes) X₁,..., Xn between successive eruptions of a geyser are modeled as i.i.d. X₁ Exponential(X), where A (> 0) is the eruption rate per minute. We want to report a plausible range for the median interval time. (a) (b) (c) Construct an approximate 95% confidence interval for A using the asymptotic distri- bution of AMLE. (Hint: use the approximation method for confidence interval) Find the MLE of A. Find the Fisher information of A.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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3. Time intervals (in minutes) X₁,..., Xn between successive eruptions of a geyser are modeled
as
X₂
Exponential (A),
where A (> 0) is the eruption rate per minute. We want to report a plausible range for the
median interval time.
(d)
0
Find the MLE of A.
(b)
(c)
Construct an approximate 95% confidence interval for A using the asymptotic distri-
bution of AMLE. (Hint: use the approximation method for confidence interval)
i.i.d.
N
=
The median of the Exponential(A) distribution, denoted by 8, is a function of A as
(log 2)/λ 0.693/A. Calculate an approximate 95% confidence interval for the median
interval time using the Delta method.
Find the Fisher information of A.
-
Transcribed Image Text:3. Time intervals (in minutes) X₁,..., Xn between successive eruptions of a geyser are modeled as X₂ Exponential (A), where A (> 0) is the eruption rate per minute. We want to report a plausible range for the median interval time. (d) 0 Find the MLE of A. (b) (c) Construct an approximate 95% confidence interval for A using the asymptotic distri- bution of AMLE. (Hint: use the approximation method for confidence interval) i.i.d. N = The median of the Exponential(A) distribution, denoted by 8, is a function of A as (log 2)/λ 0.693/A. Calculate an approximate 95% confidence interval for the median interval time using the Delta method. Find the Fisher information of A. -
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