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c. Is this MLE an unbiased estimator? d. Find the asymptotic variance of the MLE, . e. Is the MLE consistent?

c. Is this MLE an unbiased estimator? d. Find the asymptotic variance of the MLE, . e. Is the MLE consistent?

MATLAB: An Introduction with Applications
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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Please only do question c, d & e
1. 1 Rice No 7. 7. Suppose that X follows a geometric distribution, P(X = k) = p(1 – p)*-! and assume an i.i.d. sample of size n. a. Find the method of moments estimate of p. b. Find the mle of p. c. Is this MLE an unbiased estimator? 1 d. Find the asymptotic variance of the MLE, . e. Is the MLE consistent?
Transcribed Image Text:1. 1 Rice No 7. 7. Suppose that X follows a geometric distribution, P(X = k) = p(1 – p)*-! and assume an i.i.d. sample of size n. a. Find the method of moments estimate of p. b. Find the mle of p. c. Is this MLE an unbiased estimator? 1 d. Find the asymptotic variance of the MLE, . e. Is the MLE consistent?
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