Find the RaoCramr lower bound, and thus the asymptotic variance of the maximum likelihood estimator , if
Question:
(a) f(x; θ) = (1/θ2) x e−x/θ, 0 < x < ∞, 0 < θ < ∞.
(b) f(x; θ) = (1/2θ3) x2 e−x/θ, 0 < x < ∞, 0 < θ < ∞.
(c) f(x; θ) = (1/θ) x(1−θ)/θ, 0 < x < 1, 0 < θ < ∞.
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Related Book For
Probability and Statistical Inference
ISBN: 978-0321923271
9th edition
Authors: Robert V. Hogg, Elliot Tanis, Dale Zimmerman
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