Let Y 1 < Y 2 < < Y n be the order statistics
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Let Y1 < Y2 < · · · < Yn be the order statistics of a random sample of size n from the uniform distribution over the closed interval [−θ, θ] having pdf f(x; θ) = (1/2θ)I[−θ,θ](x).
(a) Show that Y1 and Yn are joint sufficient statistics for θ.
(b) Argue that the mle of θ is ˆθ = max(−Y1, Yn).
(c) Demonstrate that the mle ˆθ is a sufficient statistic for θ and thus is a minimal sufficient statistic for θ.
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Solution a First we observe that the sample mean is Y1n 1n This implies that because if then extends ...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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