Question: Let Y 1 , Y 2 , . . . , Y n be a random sample of size n from the pdf f Y

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 = Let Y1, Y2, . . . , Yn be a random sampleis a sufficient statistic for θ. Is the maximum likelihood estimator of θ a function of W?

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