Question: Suppose that X1, . . . , Xn form a random sample from the gamma distribution with parameters and , where is unknown

Suppose that X1, . . . , Xn form a random sample from the gamma distribution with parameters α and β, where α is unknown and β is known. Show that if n is large, the distribution of the M.L.E. of α will be approximately a normal distribution with mean α and variance
[Γ(α)]2/n{Γ(α)Γ''(α) − [Γ'(α)]2}.

Step by Step Solution

3.50 Rating (160 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock

fx x 1 exp x x log log 1 log x x x log log x x 2 2 Therefore I 2 ... View full answer

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

Document Format (1 attachment)

Word file Icon

602-M-S-S-D (2312).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!