Question: Suppose that X1, . . . , Xn form a random sample from a uniform distribution with the following p.d.f.: f(x|) = 1/ * I
Suppose that X1, . . . , Xn form a random sample from a uniform distribution with the following p.d.f.:
f(x|) = 1/ *I( x 2),where > 0 is the unknown parameter of interest.
(a) Whats the support of i=1 Xi?
(b) Let Z = min{X1, . . . , Xn} be the minimum of X1, . . . , Xn. Find the CDF of Z, i.e., P(Z z). (Hint: consider P(Z > z), and dont forget to include therange of values that z could take)
(c) Whats the MLE of ?
(d) Heres the observed data, x1 = 4 (only one data point been collected).Whats the maximum likelihood estimate of ?
(e) Find an estimator for using method of moments.
(f) Whats the mode of f(x|)?
(g) Whats the expectation of X1?
(h) Apply WLLN on the sample mean Xn. State the result.
(i) Let 0 as n . Whats the limiting distribution of f? (Hint: check the support)
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