sities. Let X₁, X2,..., Xn be a random sample of size n from the density ƒx(x; 0) = 0(1 + x)−(¹+0) I(0,∞) (x), 0 > 0 Show that the density belongs to the one-parameter exponential class of den- Find a complete sufficient statistic, if there is one. Be able to provide justifica- tion/s why such statistic is complete and sufficient. Find the Cramer-Rao lower bound of the variance for unbiased estimators of 1/0.

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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sities.
Let X₁, X2,..., Xn be a random sample of size n from the density
fx(x; 0) = 0(1+x)−(¹
)−(1+0) I(0,∞)(x), 0 >0
Show that the density belongs to the one-parameter exponential class of den-
Find a complete sufficient statistic, if there is one. Be able to provide justifica-
tion/s why such statistic is complete and sufficient.
Find the Cramer-Rao lower bound of the variance for unbiased estimators of
1/0.
Transcribed Image Text:sities. Let X₁, X2,..., Xn be a random sample of size n from the density fx(x; 0) = 0(1+x)−(¹ )−(1+0) I(0,∞)(x), 0 >0 Show that the density belongs to the one-parameter exponential class of den- Find a complete sufficient statistic, if there is one. Be able to provide justifica- tion/s why such statistic is complete and sufficient. Find the Cramer-Rao lower bound of the variance for unbiased estimators of 1/0.
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