Let X1, X2, Xn be a random sample from the uniform distribution on the interval [0,0], where > 0 is an unknown parameter. The probability density function is: f(x|0) = = { 1 0 ≤ x ≤ 0 otherwise (a) (4 points) Find the maximum likelihood estimator (MLE) for 0 based on the sample. (b) (6 points) Derive a 100(1 - α) % confidence interval for 0 based on the distribution of the maximum observation X(n) = max{X1, X2,...,- ‚ Xn}.

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
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ISBN:9780079039897
Author:Carter
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Chapter10: Statistics
Section10.1: Measures Of Center
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Let X1, X2, Xn be a random sample from the uniform distribution on the interval [0,0],
where > 0 is an unknown parameter. The probability density function is:
f(x|0) =
=
{
1
0 ≤ x ≤ 0
otherwise
(a) (4 points) Find the maximum likelihood estimator (MLE) for 0 based on the sample.
(b) (6 points) Derive a 100(1 - α) % confidence interval for 0 based on the distribution of the
maximum observation X(n) = max{X1, X2,...,-
‚ Xn}.
Transcribed Image Text:Let X1, X2, Xn be a random sample from the uniform distribution on the interval [0,0], where > 0 is an unknown parameter. The probability density function is: f(x|0) = = { 1 0 ≤ x ≤ 0 otherwise (a) (4 points) Find the maximum likelihood estimator (MLE) for 0 based on the sample. (b) (6 points) Derive a 100(1 - α) % confidence interval for 0 based on the distribution of the maximum observation X(n) = max{X1, X2,...,- ‚ Xn}.
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