Let Y 1 , Y 2 , . . . , Y n be a random sample
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Let Y1, Y2, . . . , Yn be a random sample of size n from the pdf fY(y; θ) = θ yθ−1, 0 ≤ y ≤ 1. Use Theorem 5.6.1 to show that W = is a sufficient statistic for θ. Is the maximum likelihood estimator of θ a function of W?
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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