Let X be a continuous random variable with probability density function 2x f(1; 0) = () -x² /0 for x > 0 (and zero otherwise), e where 0 > 0 is an unknown parameter, and let X1, X2, ..., Xn be a random sample fror the distribution of X. Show that T= = 1 >X? is a maximum likelihood estimator of 0. n i=1
Let X be a continuous random variable with probability density function 2x f(1; 0) = () -x² /0 for x > 0 (and zero otherwise), e where 0 > 0 is an unknown parameter, and let X1, X2, ..., Xn be a random sample fror the distribution of X. Show that T= = 1 >X? is a maximum likelihood estimator of 0. n i=1
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Question
![Let X be a continuous random variable with probability density function
2x
f (x; 0) =
-x²/0
for x > 0 (and zero otherwise),
where 0 > 0 is an unknown parameter, and let X1, X2, ...,Xn be a random sample from
the distribution of X.
n
Show that T
>X? is a maximum likelihood estimator of 0.
i=1](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F8e4f2511-5b0a-411f-81c1-9263f86e6ff6%2F52b695b6-f444-4433-b020-6345c2da2a79%2F3434fr_processed.png&w=3840&q=75)
Transcribed Image Text:Let X be a continuous random variable with probability density function
2x
f (x; 0) =
-x²/0
for x > 0 (and zero otherwise),
where 0 > 0 is an unknown parameter, and let X1, X2, ...,Xn be a random sample from
the distribution of X.
n
Show that T
>X? is a maximum likelihood estimator of 0.
i=1
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