Suppose (x1, x2, ..., xn) is a random sample from a distribution for which the probability density function is given by f(x; 0) = 0x0-1,0 < x < 1 elsewhere " Find MLE, the maximum likelihood estimate of the unknown parameter 0. O 22 In(1) ΣΕ 1n (2) Ο Η Σ. 1 In (a) Ο Σ
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![Suppose (x1, x2, ..., xn) is a random sample from a distribution for which the
probability density function is given by
f(x; 0) =
0x0-1,0 < x < 1
elsewhere
"
Find MLE, the maximum likelihood estimate of the unknown parameter 0.
O
22
In(1)
ΣΕ 1n (2)
Ο Η Σ. 1 In (a)
Ο Σ](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fe99fe633-2e82-4dde-a878-82e2251a369a%2Fbb26f66a-79ba-44f0-af22-11b6f8c6b6b2%2Fxl3djgi_processed.jpeg&w=3840&q=75)
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- 2)Let X1, X2, ..., Xn be a sample of n units from a population with a probability density function f (x I θ)=θxθ-1 , 0<x<1, θ>0 . According to this: Find the maximum likelihood estimator (MLE) of parameter θ.Q. 3 Let continuous random variables X and Y be independent identically distributed random variables with the following respective pdfs: fx (x) = 2e-2x; x > 0 and fy (y) = 2e-2y; y > 0 Define a new random variable Z = X + Y. Derive moment %3D generating function of Z, i.e. Mz(t).Let X, and X; be independent exponential random variables having pdfs f, (x) = e, x > 0 and fr,(x2) = e"", I3 > 0. Given that Y, = X,/X and Y, = X, + X2. a. Find the joint pdf of Y, and Y2 b. Find the marginal pdf of Y1.
- 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.Consider the following two random variables: X has a (continuous) uniform density on (-2, 2), while Y is a discrete random variable defined by (-2, 2; 1/2, 1/2). The expected value of X: EX = 0, and the expected value of Y: EY = 0. Figure 2 presents the distribution functions of X and Y. Figure 2 F(x), G(y) 1 3/4 1/2 1/4 F(x) G(y) x, yLet X and Y be jointly continuous random variables with joint PDF given by: fx₁y (x,y) = = X (1+3y² ) / (0₁2) (X) I (01) (y) 4 a. Find the conditional PDF of X given y b. Find P ( ₁ < x < 1/2 | Y = £) 3 c. Find the marginal PDF of X.
- Let Y₁, Y₂, . density function Yn denote a random sample from a uniform distribution with " 0 ≤ y ≤0, 0, elsewhere. For testing Ho: 0 = 0o vs. Ha: 000, show that the a-level Likelihood Ratio Test (LRT) gives RR = {Y(n) > 00} U {Y(n) < 00α = } . f(y|0) =a) Let X₁, X₂, ..., Xn denote a random sample from a probability density function given by f(x; α,0) = Where a > 0 is known. 1 (T(a)ṇa)xª ,x > 0 0, elsewhere + e i) Find the maximum likelihood estimator (MLE), say ô of 0. ii) Is the MLE ê a consistent estimator of 0. iii) Use factorisation theorem to find the sufficient statistic for 0?. iv) Show whether or not U = ₁X₁ is a pivotal quantity. If yes, use it to =1 calculate a 90% confidence interval for 0 with n = 5 and a = 2.b) Let X₁, X2, X3,...,Xn be a random sample of n from population X distributed with the following probability density function: 1 f(x;0)=√√20 0, x² e 20 if -∞0 < x < 00 otherwise (i) Find the parameter space of 0. (ii) Find the maximum likelihood estimator of 0. (iii) Check whether or not the estimator obtained in (ii) is unbiased. (iv) Find the Fisher information in this sample of size n about the parameter 8.
- Let X₁, X₂, X, represent a random sample from a Rayleigh distribution with the following pdf. F(x; 6) = e-x²/(26) X>0 (a) Determine the maximum likelihood estimator of 0. Ο (ΣΧ.) / 2η ... Ox/n Ox/2n Ⓒ (Ex ²) / n (EX 2)/2n Calculate the estimate from the following n = 10 observations on vibratory stress of a turbine blade under specified conditions. (Round your answer to three decimal places.) 12.22 10.64 7.68 8.39 11.97 17.94 5.84 17.00 7.81 14.26 (b) Determine the mle of the median of the vibratory stress distribution. [Hint: First express the median in terms of 8.] OV1.38638 O 1.38638 (1.38636)² O V1.38630 (1.38636)³ Need Help? Read It3. Let X₁,..., Xn be a random sample from the normal N(μ, o²) distribution with mean µ and known variance o². Recall that the probability density function (PDF) of N(µ, o²) is given by fx (5:14,0²³) = √2/1072 Exp ((2-4)²), (x (x; 12πσ2 for -∞ 0. (a) Write down the joint PDF of (X₁,. 2 Xn). Identify a sufficient statistic for µ.b) Let X₁, X2, X3.....Xn be a random sample of n from population X distributed with the following probability density function: ze zo, f(x;0)=√2m0 0, (i) Find the parameter space of 0. (ii) Find the maximum likelihood estimator of 0. if -∞SEE MORE QUESTIONS
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