3n Ô = - 1 Зп — 1 ÔMLE = ( - min{Y1, ..., Y,} %3D 3n 3n is an unbiased estimator of 0. Determine the density function of 0. Note that this describes the sampling distribution of 6.

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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1. (8 points) Suppose that Y1,..., Yn is a random sample from a population whose
density is
f (y\0) = 30°y¬4,
y > 0,
for some parameter 0 > 0. As we showed in class, the maximum likelihood estimator of 0 is
ÔMLE
min{Y1,..., Yn} and whose density function is
.—Зп—1
fôMLE (7) = 3n0³nx
provided x > 0. As shown on Midterm #1,
Зп — 1
Зп — 1
OMLE
E ) min{Y1, · · . ,
3n
3n
is an unbiased estimator of 0. Determine the density function of 0. Note that this describes
the sampling distribution of Ô.
Transcribed Image Text:1. (8 points) Suppose that Y1,..., Yn is a random sample from a population whose density is f (y\0) = 30°y¬4, y > 0, for some parameter 0 > 0. As we showed in class, the maximum likelihood estimator of 0 is ÔMLE min{Y1,..., Yn} and whose density function is .—Зп—1 fôMLE (7) = 3n0³nx provided x > 0. As shown on Midterm #1, Зп — 1 Зп — 1 OMLE E ) min{Y1, · · . , 3n 3n is an unbiased estimator of 0. Determine the density function of 0. Note that this describes the sampling distribution of Ô.
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