Question: n 1) Suppose X1, X2, ..., X is a random sample from the GAM (, 1) distribution which has probability density function: x-1e-x f(x;
n 1) Suppose X1, X2, ..., X is a random sample from the GAM (, 1) distribution which has probability density function: x-1e-x f(x; ) = (a) for x > 0. Calculate the score and information functions for . That is, find S(a) and I(a). 2) Using your results from (a) and the Newton-Raphson updating equation below, compute a (1) assuming a (0) 3 and with the sample data shown in Table 1. You may also use the fact that (3) = 2 = '(3) = 1.85 r" (3) = 2.49 where I'(a) and "(a) are first and second derivatives of I(a) with respect to a. (i+1) = (i) + s (a (i)) I(a(i)) 3.11 1.16 1.53 1.45 2.81 2.07 2.93 4.44 3.47 4.73 Table 1
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