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S(z|4, A) = () the statistics `X and 1=E in ent and complete. , show that X has an inverse Gaussian distributio on, and they are independent. (Schwarz and Samanta

S(z|4, A) = () the statistics `X and 1=E in ent and complete. , show that X has an inverse Gaussian distributio on, and they are independent. (Schwarz and Samanta

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Let X1,...,Xn be a random sample from the inverse Gaussian distribution with pdf f(z|4, A) = 1/2 -A(-)? e , 0<I< 0o. (a) Show that the statistics X and T= n are sufficient and complete. (b) For n = 2, show that X has an inverse Gaussian distribution, nA/T has a x-1 distribution, and they are independent. (Schwarz and Samanta 1991 do the general case.) Wi
Transcribed Image Text:Let X1,...,Xn be a random sample from the inverse Gaussian distribution with pdf f(z|4, A) = 1/2 -A(-)? e , 0<I< 0o. (a) Show that the statistics X and T= n are sufficient and complete. (b) For n = 2, show that X has an inverse Gaussian distribution, nA/T has a x-1 distribution, and they are independent. (Schwarz and Samanta 1991 do the general case.) Wi
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