Question: question 6 thank you Let (X1, X2, . . ., Xn) denote a random sample from the density function f(I|0) = -0 In(0) 1(1 >

question 6 thank you

Let (X1, X2, . . ., Xn) denote a random sample from the density function f(I|0) = -0" In(0) 1(1 > 0), where 0 E (0, 1) is an unknown parameter. Denote N, to be the number of observations among the sample elements which belong to the interval ()-1, j],j = 1, 2 and N3 = n-N1-N2- For confidentiality, only summaries of the sample are released to two analysts, such that Analyst A knows only (Nj, N2, Na) and Analyst B knows only (N1, N2 + N3). Q1. Show that (N1, N2, Na) follows a multinomial distribution with probabilities 1 - 0, 0(1 - 0) and 02, respectively (s marks). Note that a random variable (X, Y, Z) follows a multinomial distribution with size n and proba- bilities p, q, and r = 1 - p - qif X + Y + Z = n and their joint p.m.f. is P(X = a, Y = b, Z = c) = =lblap"qre for all non-negative integers a, b, c such that a + b + c= n. Q2. Based on the complete sample (X1, Xz, . . ., X..), (a) Write down an expression for the likelihood function of 0 (2 marks). (b) Derive a scalar sufficient statistics for 0 (2 marks). (c) Find the Fisher Information about 0 (4 marks). Note that X follows some exponential distri- bution. (d) Find the MLE (Maximum Likelihood Estimator) of 0 and state its large-sample distribution (s marks). Q3. Based on the data released to Analyst A, (a) Show that the likelihood function of 0 is given by (1 - 0) WitN20N2+2Ns (3 marks). (b) Find the Fisher information about 0 (4 marks). (c) Find the MLE of 0 and state its large-sample distribution (s marks). Q4. Based on the data released to Analyst B, (a) Write down an expression for the likelihood function of 0 (3 marks). (b) Find the Fisher information about 0 (3 marks). (c) Show that the MLE of 0 is both unbiased and efficient (6 marks). Qs. For what observed values of (N1, N2, N3) must Analyst A and B must reach identical inferential conclusions about 0 according to the Likelihood Principle? (s marks) Q6. Verify that the Fisher information available to Analyst A is more than that available to Analyst B. Give an intuitive explanation for this phenomenon

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