Question: Let X 1 , . . . , Xn be a random sample from a distribution, whose pdf is fX ( x ; ) =
Let X1, . . . , Xn be a random sample from a distribution, whose pdf is
fX(x; ) = (1 1 )x 1, for x {1, 2, 3, . . . }.
Note that E(X) = 1/ and Var(X) = (1 1 )/2.
(a) Find the MM (method of moment) estimator for .
(b) Find the MLE (maximum likelihood estimator) for .
(c) Find a sufficient statistic for using the Factorization Theorem.
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