4.Suppose that Y1, Y2, ... , Yn constitute a random sample of size n from the density functionf(y|e) = {(@ – 1)eº(-Iny),0,0 < y<1 0 > 1elsewhere.4.1. Obtain the MLE for 0.4.2. Show that the MLE is MVUE by showing that it is unbiased. (Hint: do transformationW= - In Y)4.3. Is the MLE consistent?4.4. Is the MLE efficient?

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MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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4. Suppose that Y1, Y2, ..., Yn constitute a random sample of size n from the density function {(0 – 1)eº(-Iny), 0, 0 < y<1 0 > 1 fGle) = {(@ – elsewhere. 4.1. Obtain the MLE for 0. 4.2. Show that the MLE is MVUE by showing that it is unbiased. (Hint: do transformation W = – In Y)