3. Suppose that X1, ..., Xn are iid with density function 1 f(x|0) - |x|/0 = x < x < ∞. 20 (a) Find a sufficient statistic for 0. (b) Show that = ½-½ Σ±1 |X;| is a consistent estimator of 0. n

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
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3. Suppose that X1, ..., Xn are iid with density function
1
f(x|0)
- |x|/0
=
x < x < ∞.
20
(a) Find a sufficient statistic for 0.
(b) Show that = ½-½ Σ±1 |X;| is a consistent estimator of 0.
n
Transcribed Image Text:3. Suppose that X1, ..., Xn are iid with density function 1 f(x|0) - |x|/0 = x < x < ∞. 20 (a) Find a sufficient statistic for 0. (b) Show that = ½-½ Σ±1 |X;| is a consistent estimator of 0. n
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