i) Find the conditional distribution of the likelihood function given the function of the statistic, Ô = ₁ X₁. Hint: Apply f(L(0)|g(,0)). ii) Based on i) above, is = ii) Show whether or not X, is a consistent estimator of the parameter 1 X₁ a sufficient statistic? Justify your answer.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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Let X₁, X₂, ...,
2, ..., Xn be a random sample of size n from population X. Suppose that X has the
following probability mass function:
f(x; 0) = (0 (1 - 0)x-1,
(0,
i) Find the conditional distribution of the likelihood function given the function of the statistic,
n
Ô = ₁X₁. Hint: Apply f(L(0)|g(,0)).
ii) Based on i) above, is =
iii) Show whether or not >, is a consistent estimator of the parameter 1.
x = 1,2,3,...
elsewhere
₁X₁ a sufficient statistic? Justify your answer.
=1
Transcribed Image Text:Let X₁, X₂, ..., 2, ..., Xn be a random sample of size n from population X. Suppose that X has the following probability mass function: f(x; 0) = (0 (1 - 0)x-1, (0, i) Find the conditional distribution of the likelihood function given the function of the statistic, n Ô = ₁X₁. Hint: Apply f(L(0)|g(,0)). ii) Based on i) above, is = iii) Show whether or not >, is a consistent estimator of the parameter 1. x = 1,2,3,... elsewhere ₁X₁ a sufficient statistic? Justify your answer. =1
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