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(Q1) Let X1, X, be random sample drawn from a random variable X with pdf (0x01, 0

(Q1) Let X1, X, be random sample drawn from a random variable X with pdf (0x01, 0

Calculus For The Life Sciences
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
Section13.3: Special Probability Density Functions
Problem 30E
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(Q1) Let X1, X, be random sample drawn from a random variable X with pdf (0x01, 0<x<1 f(x; 0) = 0, otherwise We can show that the maximum likelihood estimate (MLE) of is given by n 0,, Σε log (X;) Let Ylog(X). By Law of Large Numbers, Y→ log(x) = - when n→ ∞. (i) Show that the Fisher information is given by 1(0)=n/02. (1) (2)
Transcribed Image Text:(Q1) Let X1, X, be random sample drawn from a random variable X with pdf (0x01, 0<x<1 f(x; 0) = 0, otherwise We can show that the maximum likelihood estimate (MLE) of is given by n 0,, Σε log (X;) Let Ylog(X). By Law of Large Numbers, Y→ log(x) = - when n→ ∞. (i) Show that the Fisher information is given by 1(0)=n/02. (1) (2)
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