b) Suppose that a sequence of mutually independent and identically distributed continuous random variables X₁, X2, X3,..., Xn has the probability density function i) 1 √2π (x-0)² 2 foro < x <∞ elsewhere Show that f(x; 0) belongs to the one-parameter regular exponential family. Clearly indicate the following functions, h(x), c(0), w(0) and t(x). f(x; 0) = e

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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b) Suppose that a sequence of mutually independent and identically distributed continuous
random variables X₁, X2, X3,..., Xn has the probability density function
1
√2π
i)
(x-0)²
2 foro < x <∞0⁰
elsewhere
Show that f(x; 0) belongs to the one-parameter regular exponential family. Clearly
indicate the following functions, h(x), c(0), w(0) and t(x).
f(x; 0) =
e
Transcribed Image Text:b) Suppose that a sequence of mutually independent and identically distributed continuous random variables X₁, X2, X3,..., Xn has the probability density function 1 √2π i) (x-0)² 2 foro < x <∞0⁰ elsewhere Show that f(x; 0) belongs to the one-parameter regular exponential family. Clearly indicate the following functions, h(x), c(0), w(0) and t(x). f(x; 0) = e
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