{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 ab². It is known the following estimated value â³6³-320, where â and are the maximum likelihood estimates of a and b, respectively, and the estimated information matrix of (â, ô) is (1000 15 200). The estimated variance of the maximum likelihood estimator of the variance is equal to k, using the delta method. Find â and (in terms of k).

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
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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{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).
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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