Suppose that X is a discrete random variable with P(X = 0) = P(X = 1) 3 P(X = 2) (1 – 0) - 3 1 (1 – 0), P(X = 3) 3 where 0 <0 < 1 is the parameter of interest. The following 10 independent observations were taken from such a distribution: (3,0, 2, 1, 3, 2, 1, 0, 2, 1). Find the method of moments estimator and estimate of 0. Find an approximate standard error for your estimate. Find the maximum likelihood estimate of 0.
Suppose that X is a discrete random variable with P(X = 0) = P(X = 1) 3 P(X = 2) (1 – 0) - 3 1 (1 – 0), P(X = 3) 3 where 0 <0 < 1 is the parameter of interest. The following 10 independent observations were taken from such a distribution: (3,0, 2, 1, 3, 2, 1, 0, 2, 1). Find the method of moments estimator and estimate of 0. Find an approximate standard error for your estimate. Find the maximum likelihood estimate of 0.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question

Transcribed Image Text:Suppose that X is a discrete random variable with
P(X = 0) =
P(X = 1) =
P(X = 2) =
(1 – 0)
1
P(X = 3) =
(1 – 0),
3
where 0 <0< 1 is the parameter of interest. The following 10 independent observations were taken
from such a distribution: (3,0, 2, 1, 3, 2, 1, 0, 2, 1).
(a)
Find the method of moments estimator and estimate of 0.
(b)
Find an approximate standard error for
your estimate.
(c)
Find the maximum likelihood estimate of 0.
Expert Solution

Step 1
Trending now
This is a popular solution!
Step by step
Solved in 4 steps with 5 images

Similar questions
Recommended textbooks for you

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON

The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman

Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman