Question: Let y 1 , y 2 , . . . , y n be a random sample of n observations on a random variable Y,

Let y1, y2, . . . , yn be a random sample of n observations on a random variable Y, where f(y) is a gamma density function with α = 2 and unknown β:

Ve /B if y >0 Ay) = B? otherwise

a. Find the maximum likelihood estimator of β.
b. Find E(β̂ ) and V(β̂ ).

Ve /B if y >0 Ay) = B? otherwise

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