Let X1, . . . , Xn ∼ iid Unif(0, θ). (a) Derive an asymptotic distribution for the MOM estimator ˜θ = 2X¯ of the form.(b) From this choose an approximate pivot and interval to get an interval that asymptotically has100(1 − α)% coverage.
Let X1, . . . , Xn ∼ iid Unif(0, θ). (a) Derive an asymptotic distribution for the MOM estimator ˜θ = 2X¯ of the form.(b) From this choose an approximate pivot and interval to get an interval that asymptotically has100(1 − α)% coverage.
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.
Chapter3: The Derivative
Section3.CR: Chapter 3 Review
Problem 7CR
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Let X1, . . . , Xn ∼ iid Unif(0, θ).
(a) Derive an asymptotic distribution for the MOM estimator ˜θ = 2X¯ of the form.
(b) From this choose an approximate pivot and interval to get an interval that asymptotically has
100(1 − α)% coverage.
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