Suppose X1, . . . , Xn ∼ Exponential(λ) is a set of n observations drawn independently from an Exponential distribution. (a) Write out the likelihood function. (b) Write out the log-likelihood function. (c) Find the score function by taking the partial derivative of the log-likelihood function. (d) Set the score function equal to zero and solve for the parameter λ.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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Suppose X1, . . . , Xn ∼ Exponential(λ) is a set of n observations drawn independently from an Exponential distribution.
(a) Write out the likelihood function.

(b) Write out the log-likelihood function.

(c) Find the score function by taking the partial derivative of the log-likelihood function.

(d) Set the score function equal to zero and solve for the parameter λ.

(e) Take the second partial derivative of the score function.

(f)  Check to make sure this value is negative to ensure that the log-likelihood function is concave down.

iid
´Exponential(A) is a set of n observations drawn independently from an Exponential
Suppose X1,..., Xn
distribution.
Transcribed Image Text:iid ´Exponential(A) is a set of n observations drawn independently from an Exponential Suppose X1,..., Xn distribution.
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