Suppose X₁,..., Xn is a random sample from the Gamma distribution Gamma(a, 3), i.e., the density of each X; is fx(x) = = 1 r(a) Ba a-1-x/p e "Xº */³, x>0. (a) Assuming a is known, find a method of moment and maximum likelihood estimates for B. (b) If both a and 3 are unknown, write out an equation that is used to solve for the maximum likelihood of a.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Suppose X₁,..., Xn is a random sample from the Gamma distribution Gamma(a, 3),
i.e., the density of each X, is
fx(x) =
=
1
T(a) Ba
α.
X
1 -x/B
e
2
x > 0.
(a) Assuming a is known, find a method of moment and maximum likelihood
estimates for B.
(b)
If both a and 3 are unknown, write out an equation that is used to solve for
the maximum likelihood of a.
Transcribed Image Text:Suppose X₁,..., Xn is a random sample from the Gamma distribution Gamma(a, 3), i.e., the density of each X, is fx(x) = = 1 T(a) Ba α. X 1 -x/B e 2 x > 0. (a) Assuming a is known, find a method of moment and maximum likelihood estimates for B. (b) If both a and 3 are unknown, write out an equation that is used to solve for the maximum likelihood of a.
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