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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let me know the answer please
{X1,X2, ... ,Xn} be independent and identically distributed random
variables with common pdf f (x) depending on two parameters a and b,
a , b >0, where the variance is ab?.
It is known the following estimated value â³ · 63=320, where â and b are the
maximum likelihood estimates of a and b, respectively, and the estimated
information matrix of (â, b) is
(100
20 ).
15 200
The estimated variance of the maximum likelihood estimator of the variance is
equal to k, using the delta method.
Find â and b (in terms of k).
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Transcribed Image Text:{X1,X2, ... ,Xn} be independent and identically distributed random variables with common pdf f (x) depending on two parameters a and b, a , b >0, where the variance is ab?. It is known the following estimated value â³ · 63=320, where â and b are the maximum likelihood estimates of a and b, respectively, and the estimated information matrix of (â, b) is (100 20 ). 15 200 The estimated variance of the maximum likelihood estimator of the variance is equal to k, using the delta method. Find â and b (in terms of k).
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