Question

Suppose x1,...,xn ~ Poisson(θ) compute the asymptotic efficiency of the mle of g(θ) = θ *...

Suppose x1,...,xn ~ Poisson(θ)

compute the asymptotic efficiency of the mle of g(θ) = θ * exp{-θ}

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Suppose X1,...,Xn ~ bernoulli(θ) a) Prove that the mle [θ^(1-θ^)] is asymptotically efficient. Show all work...
Suppose X1,...,Xn ~ bernoulli(θ) a) Prove that the mle [θ^(1-θ^)] is asymptotically efficient. Show all work b) Calculate V[θ^(1-θ^)]. show all work
Let X1, . . . , Xn be a random sample from a Bernoulli(θ) distribution, θ...
Let X1, . . . , Xn be a random sample from a Bernoulli(θ) distribution, θ ∈ [0, 1]. Find the MLE of the odds ratio, defined by θ/(1 − θ) and derive its asymptotic distribution.
Let X1,...,Xn be iid from Poisson(theta), Set k(theta)=exp(-theta). (a) What is the MLE of k(theta)? Is...
Let X1,...,Xn be iid from Poisson(theta), Set k(theta)=exp(-theta). (a) What is the MLE of k(theta)? Is it unbiased? (b) Obtain the CRLB for any unbiased estimator of k(theta).
Let X1,...,Xn be iid exp(θ) rvs. (a) Compute the pdf of Xmin. (b) Create an unbiased...
Let X1,...,Xn be iid exp(θ) rvs. (a) Compute the pdf of Xmin. (b) Create an unbiased estimator for θ based on Xmin. Compute the variance of the resulting estimator. (c) Perform a Monte Carlo simulation of N= 10,0000 samples of your unbiased estimator from part (b) using θ = 2 and n = 100 to validate your answer. Include a histogram of the samples. (d) Which is more efficient: your estimator from part (b) or the MLE for θ? (e)...
Let X1,...,Xn be iid exp(θ) rvs. (a) Compute the pdf of Xmin. I have the pdf...
Let X1,...,Xn be iid exp(θ) rvs. (a) Compute the pdf of Xmin. I have the pdf (b) Create an unbiased estimator for θ based on Xmin. Compute the variance of the resulting estimator. (c) Perform a Monte Carlo simulation of N= 10,0000 samples of your unbiased estimator from part (b) using θ = 2 and n = 100 to validate your answer. Include a histogram of the samples. (d) Which is more efficient: your estimator from part (b) or the...
Let X1,...,Xn be a random sample from Poisson(θ). Use the factorization theorem to find the sufficient...
Let X1,...,Xn be a random sample from Poisson(θ). Use the factorization theorem to find the sufficient statistic T for θ.
Let X1, . . . , Xn be a random sample from a Poisson distribution. (a)...
Let X1, . . . , Xn be a random sample from a Poisson distribution. (a) Prove that Pn i=1 Xi is a sufficient statistic for λ. (b) The MLE for λ in a Poisson distribution is X. Use this fact and the result of part (a) to argue that the MLE is also a sufficient statistic for λ.
Let X1, . . . , Xn ∼ iid Exp (θ). Find the UMP test for...
Let X1, . . . , Xn ∼ iid Exp (θ). Find the UMP test for H0 : θ ≥ θ0 vs H1 : θ < θ0.
Suppose that X1,..., Xn∼iid N(μ,σ2). a) Suppose that μ is known. What is the MLE of...
Suppose that X1,..., Xn∼iid N(μ,σ2). a) Suppose that μ is known. What is the MLE of σ? (b) Suppose that σ is known. What is the MLE of μ? (c) Suppose that σ is known, and μ has a prior distribution that is normal with known mean and variance μ0 and σ02. Find the posterior distribution of μ given the data.
2 Let X1,…, Xn be a sample of iid NegBin(4, ?) random variables with Θ=[0, 1]....
2 Let X1,…, Xn be a sample of iid NegBin(4, ?) random variables with Θ=[0, 1]. Determine the MLE ? ̂ of ?.
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT