b) Suppose that a sequence of mutually independent and identically distributed continuous random variables X₁, X₂, X3,...,X₁ has the probability density function 1 (x-8)² f(x: 0)=√√2 for -∞0

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Chapter1: Combinatorial Analysis
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b) Suppose that a sequence of mutually independent and identically distributed continuous
random variables X₁, X₂, X3, X, has the probability density function
f(x: 0)=√2π
1 (x-8)²
2 for -00<x<∞0
elsewhere
0
i) Show that f(x;0) belongs to the one-parameter regular exponential family. Clearly
indicate the following functions, h(x), c(0), w(0) and t(x).
ii) Show that ê===1X is the maximum likelihood estimator of the parameter 8.
Transcribed Image Text:b) Suppose that a sequence of mutually independent and identically distributed continuous random variables X₁, X₂, X3, X, has the probability density function f(x: 0)=√2π 1 (x-8)² 2 for -00<x<∞0 elsewhere 0 i) Show that f(x;0) belongs to the one-parameter regular exponential family. Clearly indicate the following functions, h(x), c(0), w(0) and t(x). ii) Show that ê===1X is the maximum likelihood estimator of the parameter 8.
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