Assume that X1,..., Xn constitute an iid sample from a distribution with pdf Spa-PrP=1 if 0 < * < a, f (x) = otherwise for some unknown parameters p > 0 and a > 0. (a) Derive the maximum likelihood estimate for a. If you decide to use calculus methods, you have to perform a second derivative test. (b) Derive the maximum likelihood estimate for p. If you decide to use calculus methods, you have to perform a second derivative test. (c) Derive the equations that allow you to find the method of moment estimators for p and a. Your equations must explicitly contain p and a. You do NOT have to actually solve the equations.

Assume that X1,..., Xn constitute an iid sample from a distribution with pdf Spa-PrP=1 if 0 < * < a, f (x) = otherwise for some unknown parameters p > 0 and a > 0. (a) Derive the maximum likelihood estimate for a. If you decide to use calculus methods, you have to perform a second derivative test. (b) Derive the maximum likelihood estimate for p. If you decide to use calculus methods, you have to perform a second derivative test. (c) Derive the equations that allow you to find the method of moment estimators for p and a. Your equations must explicitly contain p and a. You do NOT have to actually solve the equations.

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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