If X 1 ,X 2 , . . . , X n is a random sample from
Question:
If X1,X2, . . . , Xn is a random sample from a distribution that has a pdf which is a regular case of the exponential class, show that the pdf of Y1 =
Σn1 K(Xi) is of the form fY1 (y1; θ) = R(y1) exp[p(θ)y1 + nq(θ)].
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Proof Equation 1 is a special case of the asymptotic distribution of a gamma process We may ...View the full answer
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Related Book For 
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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