Question: a) Let 1, 2, ... , denote a random sample from a probability density function given by (; , ) = { ( 1 ())1
a) Let 1, 2, ... , denote a random sample from a probability density function given by (; , ) = { ( 1 ())1 0, , > 0 Where > 0 is known. i) Find the maximum likelihood estimator (MLE), say of . (7) ii) Is the of a consistent estimator of ? (5) iii) If = 2 =1 , What is the distribution of . Show all necessary steps. (5)
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