Let X1, X2, ..., Xn be a random sample having the common pdf f(xr, 0) = exp[-(x – 0)] for r2 0. (i) Show that 0 = min(X1, X2, ..., X„) is the MLE of 0. (ii) Show that E(0) = 0 + . (Hint: Find the common distribution function of X; and use 1.1-6 to find the pdf of 0.)

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Let X1, X2, ..., Xn be a random sample having the common pdf
f(xr, 0) = exp[-(x – 0)] for r2 0.
(i) Show that 0 = min(X1, X2, .., X„) is the MLE of 0.
(ii) Show that E(0) = 0 + . (Hint: Find the common distribution function of X; and
use 1.1-6 to find the pdf of 0.)
Transcribed Image Text:Let X1, X2, ..., Xn be a random sample having the common pdf f(xr, 0) = exp[-(x – 0)] for r2 0. (i) Show that 0 = min(X1, X2, .., X„) is the MLE of 0. (ii) Show that E(0) = 0 + . (Hint: Find the common distribution function of X; and use 1.1-6 to find the pdf of 0.)
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