MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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1. Let X₁,..., Xn Exponential(X) be iid with density given by
fx (x) = ₁ exp(-λox) for x> 0
(a) Write down an expression for the log-likelihood
(b) Compute the score function.
(c) By direct calculation show that expected value of the score function eval-
uated at the true parameter is zero.
(d) Compute the Fisher Information for λ₁ by:
i Computing it directly from Ex(u(\o]X)²)
ii Computing it using Fisher's identity
=
(e) Suppose that you now consider the reparametrisation A
What is the Fisher Information for o?
4²
2n
h (μ)
where μo is the true mean of the exponential above.
Explain with justification why they are lying.
=
(f) A (naughty) statistician makes a claim that they have an unbiased estima-
tor for the mean of this exponential and that the variance of their estimator
is equal to
1/μ.
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Transcribed Image Text:1. Let X₁,..., Xn Exponential(X) be iid with density given by fx (x) = ₁ exp(-λox) for x> 0 (a) Write down an expression for the log-likelihood (b) Compute the score function. (c) By direct calculation show that expected value of the score function eval- uated at the true parameter is zero. (d) Compute the Fisher Information for λ₁ by: i Computing it directly from Ex(u(\o]X)²) ii Computing it using Fisher's identity = (e) Suppose that you now consider the reparametrisation A What is the Fisher Information for o? 4² 2n h (μ) where μo is the true mean of the exponential above. Explain with justification why they are lying. = (f) A (naughty) statistician makes a claim that they have an unbiased estima- tor for the mean of this exponential and that the variance of their estimator is equal to 1/μ.
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