(40 points) Let X1, X2, ..., Xbe independent, identically distributed random variables with p.d.f. f(x) =...
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(40 points) Let X1, X2, ..., Xbe independent, identically distributed random variables with p.d.f. f(x) = 0x0-1,0 x 1. a. Find the maximum likelihood estimator, , for 0. b. Find 1(e). c. Find a large sample 95% confidence interval for using the asymptotic distribution of . d. The data set in the dropbox contains 50 observations from this distribution. Using this data set, what is the estimate and the 95% confidence interval for 0? (40 points) Let X1, X2, ..., Xbe independent, identically distributed random variables with p.d.f. f(x) = 0x0-1,0 x 1. a. Find the maximum likelihood estimator, , for 0. b. Find 1(e). c. Find a large sample 95% confidence interval for using the asymptotic distribution of . d. The data set in the dropbox contains 50 observations from this distribution. Using this data set, what is the estimate and the 95% confidence interval for 0?
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