Question: (Triangular pdf) We are interested in tting a model with a parametric pdf equal to fw (99) = 25;, for 0 S a: S w,

 (Triangular pdf) We are interested in tting a model with a

(Triangular pdf) We are interested in tting a model with a parametric pdf equal to fw (99) = 25;, for 0 S a: S w, 'w 0, otherwise, where the parameter 1:) is nonnegative. (a) The observed values are 1.25, 0.4, 1.5, 1, 1.2. What are the possible values of the parameter w? (b) Compute the likelihood function corresponding to these data and sketch it. (c) What is the maximum likelihood estimate of w? (d) If we observe 100 independent samples that are generated according to the parametric model with a xed value of w, do you think that there is any chance that the ML estimate of w is correct? Justify your answer intuitively. (e) Let us assume 1:) = 2. Generate a sample from a random variable following the model using a uniform sample from the interval [0, 1] equal to 0.64

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!