Question: 3. Let X1,X2, ...,Xn be a random sample from 53/63 0 S a: S m 0 otherwise fxw = { Where 6 E E) =


3. Let X1,X2, ...,Xn be a random sample from 53/63 0 S a: S m 0 otherwise fxw = { Where 6 E E) = (0,00). (a) Show that fX(a:) is a proper density (2 marks) (b) Derive the method of moments estimator of 9 (5 marks) (0) Explain why the OLS estimator of 6 is the same as the method of moments estimator of 6
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