
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
expand_more
expand_more
format_list_bulleted
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-]](https://content.bartleby.com/qna-images/question/17176ae9-b253-442d-89f9-517b049b4c59/c59a144b-a40e-42e8-9884-a13c1e8f5565/o6t9nhj_thumbnail.png)
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

This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by stepSolved in 3 steps with 42 images

Follow-up Questions
Read through expert solutions to related follow-up questions below.
Follow-up Question

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
by Bartleby Expert
Follow-up Question

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
by Bartleby Expert
Follow-up Questions
Read through expert solutions to related follow-up questions below.
Follow-up Question

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
by Bartleby Expert
Follow-up Question

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
by Bartleby Expert
Knowledge Booster
Similar questions
- Let X1, , Xµ be iid with population density (1 0) I>0, Sx(x) = %3D otherwise. Here 0 is an unkown population parameter. 0 has an Exponential(1) distribution. Find the method of moment estimator for 0. Let's call this 6. Is ô unbiased for 0 ? Explain with precise computation. Show that X Find the maximum likelihood estimator for 0. Let's call this 62. Is ô2 unbiascd for 0 ? Explain with precise computation.arrow_forwardThe differentiation approach to derive the maximum likelihood estimator (mle) is not appropriate in all the cases. Let X₁, X2,,X₁ be a random sample of size n from the population of X. Consider the probability function of X fe-(2-0), if 0arrow_forwardLet X1,..., X, a random sample with distribution f(x; 0) = (0 + 1)æº, 0 -1. (a) Find the method of moments estimator of 0. (b) Show that the method of moments estimator is consistent. (c) Find the maximum likelihood estimator of 0. (d) takes value 0 = 1.2. Use the parametric bootstrap method to obtain a 95% revised bootstrap percentile confidence interval using the maximum likelihood estimate. Make sure to include a plot of the bootstrapped values and an interpretation of your confidence interval. Given a sample of size n = 500, suppose that the maximum likelihood estimate of 0arrow_forwardFind the maximum likelihood estimator of the unknown parameter where X₁, X2,..., X₂ is a sample 0 from the distribution whose density function is fx(x) = { e-(1-0) if x > 0 otherwise.arrow_forwardLet X1, X2,...,X, be a random sample from a distribution with density function e if x > 0 f(x; 0) elsewhere What is the maximum likelihood estimator of 0 ?arrow_forwardPLease Show all work so I can Understandarrow_forwardarrow_back_iosarrow_forward_ios
Recommended textbooks for you
- MATLAB: An Introduction with ApplicationsStatisticsISBN:9781119256830Author:Amos GilatPublisher:John Wiley & Sons IncProbability and Statistics for Engineering and th...StatisticsISBN:9781305251809Author:Jay L. DevorePublisher:Cengage LearningStatistics for The Behavioral Sciences (MindTap C...StatisticsISBN:9781305504912Author:Frederick J Gravetter, Larry B. WallnauPublisher:Cengage Learning
- Elementary Statistics: Picturing the World (7th E...StatisticsISBN:9780134683416Author:Ron Larson, Betsy FarberPublisher:PEARSONThe Basic Practice of StatisticsStatisticsISBN:9781319042578Author:David S. Moore, William I. Notz, Michael A. FlignerPublisher:W. H. FreemanIntroduction to the Practice of StatisticsStatisticsISBN:9781319013387Author:David S. Moore, George P. McCabe, Bruce A. CraigPublisher:W. H. Freeman

MATLAB: An Introduction with Applications
Statistics
ISBN:9781119256830
Author:Amos Gilat
Publisher:John Wiley & Sons Inc

Probability and Statistics for Engineering and th...
Statistics
ISBN:9781305251809
Author:Jay L. Devore
Publisher:Cengage Learning

Statistics for The Behavioral Sciences (MindTap C...
Statistics
ISBN:9781305504912
Author:Frederick J Gravetter, Larry B. Wallnau
Publisher:Cengage Learning

Elementary Statistics: Picturing the World (7th E...
Statistics
ISBN:9780134683416
Author:Ron Larson, Betsy Farber
Publisher:PEARSON

The Basic Practice of Statistics
Statistics
ISBN:9781319042578
Author:David S. Moore, William I. Notz, Michael A. Fligner
Publisher:W. H. Freeman

Introduction to the Practice of Statistics
Statistics
ISBN:9781319013387
Author:David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:W. H. Freeman