Question: In random sampling from the exponential distribution f (x) = (1/)e x/ , x 0, > 0, find the maximum likelihood estimator of

In random sampling from the exponential distribution f (x) = (1/θ)e−x/θ, x ≥ 0, θ > 0, find the maximum likelihood estimator of θ and obtain the asymptotic distribution of this estimator.

Step by Step Solution

3.49 Rating (169 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

The log likelihood is The maximum likelihood estimator is obtai... View full answer

blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Document Format (2 attachments)

PDF file Icon

1619_60641d70645ec_700693.pdf

180 KBs PDF File

Word file Icon

1619_60641d70645ec_700693.docx

120 KBs Word File

Students Have Also Explored These Related Econometric Analysis Questions!