A random sample X1, , Xn is drawn from a population that is n( Icirc cedil , Icirc cedil ), where Icirc cedil 0 (a) Show that the MLE of Icirc cedil , Icirc cedil , is a root of the quadratic equation Icirc cedil 2 Icirc cedil W 0, where W (1 n ) ...

a The log likelihood is Differentiate and set equal to zero and a little algebra will ...

A random sample X1,..., Xn is drawn from a population that is n(Î¸, Î¸), where Î¸ >

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A random sample X1,..., Xn is drawn from a population that is n(Î¸, Î¸), where Î¸ > 0.
(a) Show that the MLE of Î¸, Î¸, is a root of the quadratic equation Î¸2 + Î¸ - W = 0, where

and determine which root equals the MLE.
(b) Find the approximate variance of Î¸ using the techniques of Section 10.1.3.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:30 AM

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A random sample X1,..., Xn is drawn from a population that is n(Î¸, Î¸), where Î¸ >

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W- (1/n )Σ" Χ

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a The log likelihood is Differentiate and set equal to zero and a little algebra will ...View the full answer

Statistical Inference

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