) Let X probability density function: {X1, X2,. . , Xn} be a random sample from the distribution with S0-1 for 0 0 is an unknown parameter. i. You are given that 0 likelihood estimator of 0. Determine the bias of this estimator of 0. max(X1, X2, . .., Xn) is the maximum X(n) ii. Derive an unbiased estimator of 0 by transforming X(n), denoting this estimator 0. Show that 0 is an unbiased estimator of 0 and derive its variance. Is the estimator 0 you obtained in part ii. a consistent estimator of 0? Justify your answer.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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(b) Let X = {X1, X2, .. . , Xn} be a random sample from the distribution with
probability density function:
%3D
S0-1 for 0<r <o
f(r; 0) =
0.
%3D
otherwise
where 0> 0 is an unknown parameter.
i. You are given that 0 = X(n)
likelihood estimator of 0. Determine the bias of this estimator of 0.
max(X1, X2, . .. , Xn) is the maximum
%3D
ii. Derive an unbiased estimator of 0 by transforming X(n), denoting this
estimator 0. Show that 0 is an unbiased estimator of 0 and derive its
variance.
iii. Is the estimator 0 you obtained in part ii. a consistent estimator of 0?
Justify your answer.
Transcribed Image Text:(b) Let X = {X1, X2, .. . , Xn} be a random sample from the distribution with probability density function: %3D S0-1 for 0<r <o f(r; 0) = 0. %3D otherwise where 0> 0 is an unknown parameter. i. You are given that 0 = X(n) likelihood estimator of 0. Determine the bias of this estimator of 0. max(X1, X2, . .. , Xn) is the maximum %3D ii. Derive an unbiased estimator of 0 by transforming X(n), denoting this estimator 0. Show that 0 is an unbiased estimator of 0 and derive its variance. iii. Is the estimator 0 you obtained in part ii. a consistent estimator of 0? Justify your answer.
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