Problem 1. Maximum likelihood estimator. 1 f(x|a, 3) = r(a)ßa where I (a) is the gamma function r(a) = Derive the MLE of 3 assuming a is known. a-¹e-x/³, 00 -1 е = ta-le-tdt.

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Problem 1. Maximum likelihood estimator.
1
r(a) ª
where I (a) is the gamma function
f(x|a, 3) =
wwwww..com
-Xa
e-x/³, 0<x< ∞, a, ß >0
r(a)
1²° 10-16-
Derive the MLE of 3 assuming a is known.
t dt.
Transcribed Image Text:Problem 1. Maximum likelihood estimator. 1 r(a) ª where I (a) is the gamma function f(x|a, 3) = wwwww..com -Xa e-x/³, 0<x< ∞, a, ß >0 r(a) 1²° 10-16- Derive the MLE of 3 assuming a is known. t dt.
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