Question: Let X1 X2 Xn be a
Let X1, X2, . . . , Xn be a random sample from a gamma distribution with known parameter α and unknown parameter θ > 0
(b) Show that the maximum likelihood estimator of θ is a function of Y and is an unbiased estimator of θ.
Answer to relevant QuestionsLet X1, X2, . . . , Xn be a random sample from N(0, θ), where σ2 = θ > 0 is unknown. Argue that the sufficient statistic are independent. Suppose X is b(n, θ) and θ is beta(α, β). Show that the marginal pdf of X (the compound distribution) is For x = 0, 1, 2, . . . , n. A random sample of size 8 from N(μ, 72) yielded = 85. Find the following confidence intervals for μ: (a) 99%. (b) 95%. (c) 90%. (d) 80%. Let X and Y equal, respectively, the blood volumes in milliliters for a male who is a paraplegic and participates in vigorous physical activities and for a male who is able-bodied and participates in everyday, ordinary ...Let p equal the proportion of college students who favor a new policy for alcohol consumption on campus. How large a sample is required to estimate p so that the maximum error of the estimate of p is 0.04 with 95% confidence ...
Post your question