(a) The exponential distribution with mean > 0 has pdf 1 fo(x) = = √e-²/0₁ е This distribution has mean and variance 02. Show that the sample mean X = n¹₁ X, is a minimum-variance unbiased estimator of 0. Verify that X achieves the CRLB for estimating 0. (b) The Pareto distribution with mean> 1 has pdf x-(²0¹), x>1. fo(x) = = x > 0. 0 (₁²₁) - 1 Suppose X₁,..., Xn are iid with common pdf fe(.). (i) The sample mean X = 1 X; is an unbiased estimator of 0. Derive a formula for its variance as a function of 0. n (ii) Write down the log-likelihood le(0; X) based on X = (X₁,..., Xn). (iii) Write down the score function(0; X). Can it be written in the form C₂ [0(X) - 0]?
(a) The exponential distribution with mean > 0 has pdf 1 fo(x) = = √e-²/0₁ е This distribution has mean and variance 02. Show that the sample mean X = n¹₁ X, is a minimum-variance unbiased estimator of 0. Verify that X achieves the CRLB for estimating 0. (b) The Pareto distribution with mean> 1 has pdf x-(²0¹), x>1. fo(x) = = x > 0. 0 (₁²₁) - 1 Suppose X₁,..., Xn are iid with common pdf fe(.). (i) The sample mean X = 1 X; is an unbiased estimator of 0. Derive a formula for its variance as a function of 0. n (ii) Write down the log-likelihood le(0; X) based on X = (X₁,..., Xn). (iii) Write down the score function(0; X). Can it be written in the form C₂ [0(X) - 0]?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![4.
(a) The exponential distribution with mean > 0 has pdf
1
-x/0
fe(x):
= e
fo(x) =
2
This distribution has mean and variance 02. Show that the sample mean
X = n¹₁ X, is a minimum-variance unbiased estimator of 0. Verify
that X achieves the CRLB for estimating 0.
-1
(b) The Pareto distribution with mean 0 > 1 has pdf
=
x > 0.
x-(207)
(1²1)
A-
"
x > 1.
Suppose X₁,..., Xn are iid with common pdf fo(·).
1 n
(i)
The sample mean X = 1X₂ is an unbiased estimator of 0. Derive
a formula for its variance as a function of 0.
n
(ii) Write down the log-likelihood lo(0; X) based on X = (X₁,..., Xn).
(iii) Write down the score function(0; X). Can it be written in the form
2% [B(X) – 0] ?
-](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F3d49a1bf-def0-472f-94db-660c9693a140%2F9663a46a-4ba6-438f-9147-348c87e9e2f1%2Ff7g3p49_processed.jpeg&w=3840&q=75)
Transcribed Image Text:4.
(a) The exponential distribution with mean > 0 has pdf
1
-x/0
fe(x):
= e
fo(x) =
2
This distribution has mean and variance 02. Show that the sample mean
X = n¹₁ X, is a minimum-variance unbiased estimator of 0. Verify
that X achieves the CRLB for estimating 0.
-1
(b) The Pareto distribution with mean 0 > 1 has pdf
=
x > 0.
x-(207)
(1²1)
A-
"
x > 1.
Suppose X₁,..., Xn are iid with common pdf fo(·).
1 n
(i)
The sample mean X = 1X₂ is an unbiased estimator of 0. Derive
a formula for its variance as a function of 0.
n
(ii) Write down the log-likelihood lo(0; X) based on X = (X₁,..., Xn).
(iii) Write down the score function(0; X). Can it be written in the form
2% [B(X) – 0] ?
-
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