Question: Consider a random sample X1, X2,..., Xn from the shifted exponential pdf Taking u 5 0 gives the pdf of the exponential distribution considered previously
Taking u 5 0 gives the pdf of the exponential distribution considered previously (with positive density to the right of zero). An example of the shifted exponential distribution appeared in Example 4.5, in which the variable of interest was time headway in traffic flow and θ = .5 was the minimum possible time headway.
a. Obtain the maximum likelihood estimators of θ and λ.
b. If n 5 10 time headway observations are made, resulting in the values 3.11, .64, 2.55, 2.20, 5.44, 3.42, 10.39, 8.93, 17.82, and 1.30, calculate the estimates of θ and λ.
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a The joint pdf likelihood function is Notice that x x iff minx i and that xi x 1 n Thus likeli... View full answer
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