Show that the method of moments estimator of 0 is X – c, where X is the sample mean. a. b.. Show that the maximum likelihood estimator of 0 is also X – c. You do not have to check the second derivative to ensure it is a maximum.

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter4: Factors, Fractions, And Exponents
Section4.6: Negative And Zero Exponents
Problem 2E
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1.
Suppose you have a random sample of n observations from a distribution with pdf
(e-(x-c)/e for x> c
given by f (x) =
,where c is a nonnegative constant and 0 is positive. It
otherwise
can be shown that E (X) = 0 + c and Var(X) = 02.
Show that the method of moments estimator of e is X – c, where X is the sample mean.
a.
b..
Show that the maximum likelihood estimator of 0 is also X – c. You do not have to check the
second derivative to ensure it is a maximum.
Transcribed Image Text:1. Suppose you have a random sample of n observations from a distribution with pdf (e-(x-c)/e for x> c given by f (x) = ,where c is a nonnegative constant and 0 is positive. It otherwise can be shown that E (X) = 0 + c and Var(X) = 02. Show that the method of moments estimator of e is X – c, where X is the sample mean. a. b.. Show that the maximum likelihood estimator of 0 is also X – c. You do not have to check the second derivative to ensure it is a maximum.
Nhat is the MSE of the estimator ô = X – c? (Hint: This will be an expression in terms of e
and n.]
Transcribed Image Text:Nhat is the MSE of the estimator ô = X – c? (Hint: This will be an expression in terms of e and n.]
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