Problem 2: Suppose X_1, X_n is an i.i.d. sample with the following density f(x|theta) = thetax^(- theta -1), x > 1, theta > 1 a) Find the moment estimator for theta b) Find the maximum likelihood estimator of theta c) Calculate the Fisher information and find the asymptotic variance of the mle in b d) Construct a 95% confidence interval for theta.

Problem 2: Suppose X_1, X_n is an i.i.d. sample with the following density f(x|theta) = thetax^(- theta -1), x > 1, theta > 1 a) Find the moment estimator for theta b) Find the maximum likelihood estimator of theta c) Calculate the Fisher information and find the asymptotic variance of the mle in b d) Construct a 95% confidence interval for theta.

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter7: Distance And Approximation

Section7.3: Least Squares Approximation

Problem 31EQ

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