Question: Problem 2 (25 points). Let X1, X2, ..., Xn be i.i.d. variables with p.d.f. as follows: 010-1, for 0 0 is an unknown parameter. (1)

Problem 2 (25 points). Let X1, X2, ..., Xn be i.i.d.

Problem 2 (25 points). Let X1, X2, ..., Xn be i.i.d. variables with p.d.f. as follows: 010-1, for 0 0 is an unknown parameter. (1) (10 points) Find the method-of-moments estimator, On , for e and show its consis- tency. (2) (15 points) Find the M.L.E., On , of 0 and show that A(2) - 0 Vn . d N (0, 1) as n -+ 00

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