1. Find the MLE of based on a random sample X₁, X₂, ..., Xn from each of the following p.d.f.'s. (a) where 0 < x < 1, 0 < 0, and 0 otherwise. (b) f(x|0) = 0x0-1 f(x|0) = (0+1)x-0-2 where 1 < x, 0 <0, and 0 otherwise. (c) where 0 < x, 0 <0, and 0 otherwise. (d) f(z|0) = 02re-e f(x|0) = 0(1-0)²-1 for x = 1,2,..., 0 < 0 < 1, and 0 otherwise 2. Find the asymptotic variance of the MLE in each part of question 1. 3. Consider two independent random samples X₁, X2, ..., X₂ ~ N(μ, o?) and Y₁, Y2, ..., Ym N(μ, σ2). (a) Using the data from the two random samples find the m.l.e. of μ, of, and 02. (b) Find the asymptotic variance of μ.

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.
Chapter2: Exponential, Logarithmic, And Trigonometric Functions
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Please answer the Q2 and Q3.

Maximum Likelihood Estimation
1. Find the MLE of based on a random sample X₁, X₂, ..., X₁ from each of the following
p.d.f.'s.
(a)
where 0 < x < 1, 0 < 0, and 0 otherwise.
(b)
f(x0) = 0x0-1
f(x|0) = (0+1)x-⁰-2
where 1 < x, 0 <0, and 0 otherwise.
(c)
where 0 < x, 0 <0, and 0 otherwise.
(d)
f(c\0) = 02re-tr
xe
f(x0) = 0(1-0)-1
for x = 1, 2, ..., 0 < 0 < 1, and 0 otherwise
2. Find the asymptotic variance of the MLE in each part of question 1.
Xn
3. Consider two independent random samples X₁, X2, ..., X₁
N(μ, σ2).
~ N(µ, o²) and Y₁, Y2, ..., Ym~
(a) Using the data from the two random samples find the m.l.e. of µ, o², and o².
(b) Find the asymptotic variance of μ.
Transcribed Image Text:Maximum Likelihood Estimation 1. Find the MLE of based on a random sample X₁, X₂, ..., X₁ from each of the following p.d.f.'s. (a) where 0 < x < 1, 0 < 0, and 0 otherwise. (b) f(x0) = 0x0-1 f(x|0) = (0+1)x-⁰-2 where 1 < x, 0 <0, and 0 otherwise. (c) where 0 < x, 0 <0, and 0 otherwise. (d) f(c\0) = 02re-tr xe f(x0) = 0(1-0)-1 for x = 1, 2, ..., 0 < 0 < 1, and 0 otherwise 2. Find the asymptotic variance of the MLE in each part of question 1. Xn 3. Consider two independent random samples X₁, X2, ..., X₁ N(μ, σ2). ~ N(µ, o²) and Y₁, Y2, ..., Ym~ (a) Using the data from the two random samples find the m.l.e. of µ, o², and o². (b) Find the asymptotic variance of μ.
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