a) b) c) Show that for any >0 and S, X₁. lim P(|S, -612 ) = 0. Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8. Let 8₁=X₁2X+2X-X₁ and 6₂ = (X₁ + X₂ + X₁ + X₂) be two unbiased estimators of 6. W one of the two estimators is more efficient?

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose that a sequence of mutually independent and identically distributed discrete random
variables X₁, X₂, X3, X has the following probability density function
f(x: 0) =
a)
b)
c)
6e-0
x!
for x = 0,1,2,...
0,
elsewhere
Show that for any e > 0 and S, X₁, lim P(|S, -01 ≥ £) = 0.
Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8.
Let 8₁ = X₁ +2x+2x₁-X and 6₂ = (X₁ + X₂ + X₁ + X₁) be two unbiased estimators of 8. Which
one of the two estimators is more efficient?
d) What is the Cramer-Rao lower bound for the variance of the unbiased estimator of the
parameter @?
e) Use the one-parameter regular exponential family definition to find the functions,
Transcribed Image Text:Suppose that a sequence of mutually independent and identically distributed discrete random variables X₁, X₂, X3, X has the following probability density function f(x: 0) = a) b) c) 6e-0 x! for x = 0,1,2,... 0, elsewhere Show that for any e > 0 and S, X₁, lim P(|S, -01 ≥ £) = 0. Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8. Let 8₁ = X₁ +2x+2x₁-X and 6₂ = (X₁ + X₂ + X₁ + X₁) be two unbiased estimators of 8. Which one of the two estimators is more efficient? d) What is the Cramer-Rao lower bound for the variance of the unbiased estimator of the parameter @? e) Use the one-parameter regular exponential family definition to find the functions,
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