Let X1, X2,... , Xn denote a random sample of size n from a distribution with p.d.f. f(x;0) = 0xº=1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower bound is . Let 0 the mle estimator of 0. Is 0 an efficient estimator?

Let X1, X2,... , Xn denote a random sample of size n from a distribution with p.d.f. f(x;0) = 0xº=1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower bound is . Let 0 the mle estimator of 0. Is 0 an efficient estimator?

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Let X1, X2,..., Xn denote a random sample of size n from a distribution with
p.d.f. f(x; 0) = 0xº¬1, 0 < x < 1, 0 > 1. Show that the Rao-Cramer lower
Let 0 the mle estimator of 0. Is 0 an efficient estimator?
02
bound is
n

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