Let the random variable X follow a uniform distribution in the interval [0,0]. Then the density function of X is if 0

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.CR: Chapter 13 Review
Problem 29CR
icon
Related questions
Question
Let the random variable X follow a uniform distribution in the interval [0,0]. Then the
density function of X is
if 0<x<0
0, otherwise.
Consider a random sample of size n from this population.
(a) From the likelihood function of , argue that its maximum likelihood estimator is
the nth order statistic (Y₂).
f(x; 0) =
(b) Is the estimator in part (a) unbiased? If not, find an unbiased estimator of and
denote it by ₁. [Hint: Derive the distribution of Y₁-]
Transcribed Image Text:Let the random variable X follow a uniform distribution in the interval [0,0]. Then the density function of X is if 0<x<0 0, otherwise. Consider a random sample of size n from this population. (a) From the likelihood function of , argue that its maximum likelihood estimator is the nth order statistic (Y₂). f(x; 0) = (b) Is the estimator in part (a) unbiased? If not, find an unbiased estimator of and denote it by ₁. [Hint: Derive the distribution of Y₁-]
Expert Solution
steps

Step by step

Solved in 3 steps with 42 images

Blurred answer
Follow-up Questions
Read through expert solutions to related follow-up questions below.
Follow-up Question
(e) Show that ₂ = 2X, with X = 1 EX₁, is unbiased for 0.
(d) Obtain the relative efficiency of 2 with respect to ₁.
Transcribed Image Text:(e) Show that ₂ = 2X, with X = 1 EX₁, is unbiased for 0. (d) Obtain the relative efficiency of 2 with respect to ₁.
Solution
Bartleby Expert
SEE SOLUTION
Follow-up Question
(e) Show that ₂ = 2X, with X = 1X₁, is unbiased for 0.
(d) Obtain the relative efficiency of 2 with respect to ₁.
Transcribed Image Text:(e) Show that ₂ = 2X, with X = 1X₁, is unbiased for 0. (d) Obtain the relative efficiency of 2 with respect to ₁.
Solution
Bartleby Expert
SEE SOLUTION
Recommended textbooks for you
Calculus For The Life Sciences
Calculus For The Life Sciences
Calculus
ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,
College Algebra
College Algebra
Algebra
ISBN:
9781337282291
Author:
Ron Larson
Publisher:
Cengage Learning
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage