Let X1, X2,..., Xn are random samples from geometric distribution with the probability density function f(x|0) =
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Question:
Let X1, X2,..., Xn are random samples from geometric distribution with the probability density function f(x|0) = (1 - 0)*-10, for x = 1,2,3,... with 0ol are parameters. Given E[X] =
a) Find the moment estimator for θ.
b) Provide a definition of a maximum likelihood estimator. Next, find the maximum likelihood estimator for θ.
c) If θ1, and θ2, are both fair estimators of θ, explain how the efficiency of the estimator can be measured and used to compare the two estimators.
d) Explain how to determine whether an estimator is a minimum variance unbiased estimator.
Expert Answer:
ANSWER a The moment estimator for is 1x b A maximum likelihood estimator is an estimator that max... View the full answer
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