Let X₁, X, be a random sample from a distribution with the following density function. 0x8-1 f(x;0)=50, 00. (4) Find MLE of 8 and its asymptotic distribution. (5) Suppose we obtain a sample of 50 observations from the underlying distribution and find that log x₁ = 52.5. Construct an approximate 95% confidence interval of 8 based on the asymptotic distribution of MLE (20.025 = 1.96, 20.05 = 1.645,20.1 = 1.28)
Let X₁, X, be a random sample from a distribution with the following density function. 0x8-1 f(x;0)=50, 00. (4) Find MLE of 8 and its asymptotic distribution. (5) Suppose we obtain a sample of 50 observations from the underlying distribution and find that log x₁ = 52.5. Construct an approximate 95% confidence interval of 8 based on the asymptotic distribution of MLE (20.025 = 1.96, 20.05 = 1.645,20.1 = 1.28)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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