Let X₁, X2, X3, Xn be a random sample of n from population X distributed with the foll probability density function: f(x;0)=√√2π0 0, -201 if -∞0 < x < 00 otherwise Find the parameter space of 0. Find the maximum likelihood estimator of 0. Check whether or not the estimator obtained in (ii) is unbiased. Find the Fisher information in this sample of size n about the parameter 0.

Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015
1st Edition
ISBN:9781680331141
Author:HOUGHTON MIFFLIN HARCOURT
Publisher:HOUGHTON MIFFLIN HARCOURT
Chapter4: Writing Linear Equations
Section: Chapter Questions
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Let X₁, X₂, X3,...,Xn be a random sample of n from population X distributed with the follow
probability density function:
1
f(x; 0)=√2π0
0,
if -∞0<x<∞
otherwise
Find the parameter space of 0.
) Find the maximum likelihood estimator of 0.
i) Check whether or not the estimator obtained in (ii) is unbiased.
v) Find the Fisher information in this sample of size n about the parameter 8.
Transcribed Image Text:Let X₁, X₂, X3,...,Xn be a random sample of n from population X distributed with the follow probability density function: 1 f(x; 0)=√2π0 0, if -∞0<x<∞ otherwise Find the parameter space of 0. ) Find the maximum likelihood estimator of 0. i) Check whether or not the estimator obtained in (ii) is unbiased. v) Find the Fisher information in this sample of size n about the parameter 8.
Let X₁, X₂, X3,...,Xn be a random sample of n from population X distributed with the follow
probability density function:
1
f(x; 0)=√2π0
0,
if -∞0<x<∞
otherwise
Find the parameter space of 0.
) Find the maximum likelihood estimator of 0.
i) Check whether or not the estimator obtained in (ii) is unbiased.
v) Find the Fisher information in this sample of size n about the parameter 8.
Transcribed Image Text:Let X₁, X₂, X3,...,Xn be a random sample of n from population X distributed with the follow probability density function: 1 f(x; 0)=√2π0 0, if -∞0<x<∞ otherwise Find the parameter space of 0. ) Find the maximum likelihood estimator of 0. i) Check whether or not the estimator obtained in (ii) is unbiased. v) Find the Fisher information in this sample of size n about the parameter 8.
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