Consider again a random sample X1,..., Xn from the population distribution with density f (x; 0) = 0xº-1, x € (0, 1), and parameter 0 E (0, 00), as in Q2. (1) Is the above parametric model an exponential family? Justify your answer. (2) Is there an unbiased estimator of 0 whose variance reaches the Cramér-Rao lower bound? Justify your answer. (3) Show that T = -(1/n) E log(X;) is sufficient for 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
icon
Related questions
Question
Consider again a random sample X1,..., Xn from the population distribution with
density
f (x; 0) = 0xº-1, x € (0, 1),
and parameter 0 E (0, 00), as in Q2.
(1) Is the above parametric model an exponential family? Justify your answer.
(2) Is there an unbiased estimator of 0 whose variance reaches the Cramér-Rao
lower bound? Justify your answer.
(3) Show that T = -(1/n) E log(X;) is sufficient for 0.
Transcribed Image Text:Consider again a random sample X1,..., Xn from the population distribution with density f (x; 0) = 0xº-1, x € (0, 1), and parameter 0 E (0, 00), as in Q2. (1) Is the above parametric model an exponential family? Justify your answer. (2) Is there an unbiased estimator of 0 whose variance reaches the Cramér-Rao lower bound? Justify your answer. (3) Show that T = -(1/n) E log(X;) is sufficient for 0.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 4 steps with 4 images

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman