Question: For the Gamma distribution with parameters , , written in the usual form, assume that >0 is known, and find the MLE for . Show

For the Gamma distribution with parameters , , written in the usual form, assume that >0 is known, and find the MLE for . Show that the ML estimate you found is also a consistent estimate for the parameter.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock 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

Students Have Also Explored These Related Mathematics Questions!

In this problem, we shall outline a form of robust linear regression. Assume throughout the exercise that the data consist of pairs (Yi, xi) for i = 1, . . . , n. Assume also that the xi s are all...

Pls kindly hlp with my hw. I need it ASAP. Your help will be very much appreciated. Thanks 6. Let X follow a gamma distribution, with parameters a : 3 and A. A gamma distribution I'(a : 3, A) has...

1 The stem and leaf plot below gives the surrender values (to the nearest 1,000) of 40 endowment policies issued in France and recently purchased by a dealer in such policies in Paris. The stem unit...

Suppose that each of two statisticians A and B must estimate a certain parameter whose value is unknown ( > 0). Statistician A can observe the value of a random variable X, which has the gamma...

Exercises Chapter 2 2.1 Marginal and conditional probability: The social mobility data from Section 2.5 gives a joint probability distribution on (Y1 , Y2 )= (father's occupation, son's occupation)....

Suppose that X1, . . . , Xn form a random sample from the gamma distribution with parameters and . Assume that is known and that is unknown ( > 0). Show that the joint p.d.f. of X1, . . . , Xn has...

Suppose that X1, . . . , Xn form a random sample from the gamma distribution with parameters and . Assume that is unknown ( > 0) and that is known. Show that the joint p.d.f. of X1, . . . , Xn has...

Korea Advanced Institute of Science and Technology Department of Electrical Engineering & Computer Science EE531 Statistical Learning Theory, Spring 2016 Assignment I Issued: Mar. 19, 2016 Due: Apr....

Write 2 paragraphs about Macro risks and the term structure of interest rates article. No max word count, page count, or formatting requirements but has to be submit to my tutor's work as my own....

The observed data is y = ()1. . .. .yn), a sample from a negative binomial distribution with parameters q and r, where r is assumed to be known. The prior distribution for q is a beta distribution...

The deans' suite hoped to cut costs and decided to perform a total cost analysis on its vodka supplier. Consumption was currently 6,000 bottles per semester and this was predicted to maintain that...

Develop an oral presentation about what the most important norms of behavior should be in an academic community and workplace. Be specific. Discuss how these norms should be established and...

Companies get capital to finance their activities by: Group of answer choices Issuing stock to the general public Issuing bonds to the general public Both Neither

Newspapers are an effective way for small businesses to advertise their goods or services to the local community. True False

Explain the importance of HRM to all employees.

Discuss the relationship between a manager and an HR professional.

Outline demographic considerations.