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)
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)
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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Transcribed Image Text:4.
Suppose that Y1, Y2, ... , Yn constitute a random sample of size n from the density function
f(y|e) = {(@ – 1)eº(-Iny),
0,
0 < y<1 0 > 1
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)
4.3. Is the MLE consistent?
4.4. Is the MLE efficient?
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