Question: Hi can you please help me to solve this problem thank you very much! 3. We want to estimate the mean p = 1/> from
Hi can you please help me to solve this problem thank you very much!

3. We want to estimate the mean p = 1/> from n independent exponential random variables X1, ..., X with densities f(z;) = der, but some of the observations are censored. (a) For a censored observation, we observe only the event {X, > t}. Calculate the conditional expectation of X, given that {X, > t}. This should be a function of both t and u. (b) A method of moments estimator would take 72 n i=1 However, we will replace every censored time by its conditional expectation given {X, > r,} (from part (a)). Solve the resulting equation for A. (c) Use this estimate of p to get an estimate of 1
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