Let X₁, X₂, ..., Xn denote independent and identically distributed random variables from a distribution with pdf given by f(x) = (²) rx¹-¹₂-x²/0₁ x > 0, Ө where 0 >0 is an unknown parameter and r is a known positive constant. (i) (ii) (iii) Show that the maximum likelihood estimator of 0 is ô = Σ²=₁ X{ n Show that Ô is an unbiased estimator of 0. Given the following observations, find the maximum likelihood estimate of 0 when r is 3: 1.4, 2.3, 3.0, 2.5, 3.5, 4.3

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Let X₁, X₂, ..., Xn denote independent and identically distributed random
variables from a distribution with pdf given by
f(x) = (²) rx¹-¹₂-x²/0₁ x > 0,
Ө
where > 0 is an unknown parameter and r is a known positive
constant.
(i)
(ii)
(iii)
Show that the maximum likelihood estimator of 0 is ô = Σ²=₁ X{
n
Show that Ô is an unbiased estimator of 0.
Given the following observations, find the maximum likelihood
estimate of 0 when r is 3:
1.4, 2.3, 3.0, 2.5, 3.5, 4.3
Transcribed Image Text:Let X₁, X₂, ..., Xn denote independent and identically distributed random variables from a distribution with pdf given by f(x) = (²) rx¹-¹₂-x²/0₁ x > 0, Ө where > 0 is an unknown parameter and r is a known positive constant. (i) (ii) (iii) Show that the maximum likelihood estimator of 0 is ô = Σ²=₁ X{ n Show that Ô is an unbiased estimator of 0. Given the following observations, find the maximum likelihood estimate of 0 when r is 3: 1.4, 2.3, 3.0, 2.5, 3.5, 4.3
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