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e-/ if x > 0 Question 2. Let X₁,, Xn be iid random variables with the pdf f(x) (otherwise f(x) = 0). Show that the MLE of 0 is Xn EX₁. Is this MLE unbiased for estimating ? Show your work. Find the ML of 02. Is this MLE unbiased for estimating 0²? Show your work. = =

e-/ if x > 0 Question 2. Let X₁,, Xn be iid random variables with the pdf f(x) (otherwise f(x) = 0). Show that the MLE of 0 is Xn EX₁. Is this MLE unbiased for estimating ? Show your work. Find the ML of 02. Is this MLE unbiased for estimating 0²? Show your work. = =

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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Question 2. Let X₁,..., Xn be iid random variables with the pdf f(x) = e/ if x > 0 (otherwise f(x) = 0). Show that the MLE of 0 is Xn = 1 X₁. Is this MLE unbiased for estimating ? Show your work. Find the ML of 02. Is this MLE unbiased for estimating 0²? Show your work.
Transcribed Image Text:Question 2. Let X₁,..., Xn be iid random variables with the pdf f(x) = e/ if x > 0 (otherwise f(x) = 0). Show that the MLE of 0 is Xn = 1 X₁. Is this MLE unbiased for estimating ? Show your work. Find the ML of 02. Is this MLE unbiased for estimating 0²? Show your work.
Expert Solution
Step 1

It is given that the pdf

f(x) = { (1/θ)e-x/θ , x>0

             0,     Otherwise }

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