Question

Let X1, X2, . . . Xn be iid random variables from a gamma distribution with...

Let X1, X2, . . . Xn be iid random variables from a gamma distribution with unknown α and unknown β. Find the method of moments estimators for α and β

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
Let X1, X2, . . . Xn be iid exponential random variables with unknown mean β....
Let X1, X2, . . . Xn be iid exponential random variables with unknown mean β. Find the method of moments estimator of β
Let X1, X2, . . . , Xn be iid exponential random variables with unknown mean...
Let X1, X2, . . . , Xn be iid exponential random variables with unknown mean β. (1) Find the maximum likelihood estimator of β. (2) Determine whether the maximum likelihood estimator is unbiased for β. (3) Find the mean squared error of the maximum likelihood estimator of β. (4) Find the Cramer-Rao lower bound for the variances of unbiased estimators of β. (5) What is the UMVUE (uniformly minimum variance unbiased estimator) of β? What is your reason? (6)...
Let X1,…, Xn be a sample of iid Gamma(?, ?) random variables with ? known and...
Let X1,…, Xn be a sample of iid Gamma(?, ?) random variables with ? known and Θ=(0, ∞). Determine a) the MLE ? of ?. b) E(? ̂). c) Var(? ̂). e) whether or not ? is a UMVUE of ?.
Let X1, . . . , Xn be iid from a Poisson distribution with unknown λ....
Let X1, . . . , Xn be iid from a Poisson distribution with unknown λ. Following the Bayesian paradigm, suppose we assume the prior distribution for λ is Gamma(α, β). (a) Find the posterior distribution of λ. (b) Is Gamma a conjugate prior? Explain. (c) Use software or tables to provide a 95% credible interval for λ using the 2.5th percentile and 97.5th percentile in the case where xi = 13 and n=10, assuming α = 1 andβ =...
Let X1, ... , Xn be a sample of iid Gamma(?, 1) random variables with ?...
Let X1, ... , Xn be a sample of iid Gamma(?, 1) random variables with ? ∈ (0, ∞). a) Determine the likelihood function L(?). b) Use the Fisher–Neyman factorization theorem to determine a sufficient statistic S for ?.
Let X1,...,Xn i.i.d. Gamma(α,β) with α > 0, β > 0 (a) Assume both α and...
Let X1,...,Xn i.i.d. Gamma(α,β) with α > 0, β > 0 (a) Assume both α and β are unknown, find their momthod of moment estimators: αˆMOM and βˆMOM. (b) Assume α is known and β is unknown, find the maximum likelihood estimation for β.
Let X1, X2, . . . , Xn be iid random variables with pdf f(x|θ) =...
Let X1, X2, . . . , Xn be iid random variables with pdf f(x|θ) = θx^(θ−1) , 0 < x < 1, θ > 0. Is there an unbiased estimator of some function γ(θ), whose variance attains the Cramer-Rao lower bound?
Let X1, X2, …, Xn be iid with pdf ?(?|?) = ? −(?−?)? −? −(?−?) ,...
Let X1, X2, …, Xn be iid with pdf ?(?|?) = ? −(?−?)? −? −(?−?) , −∞ < ? < ∞. Find a C.S.S of θ
Please write clearly, write all equations clearly, and explain each step. Thank you again. Let X1,...
Please write clearly, write all equations clearly, and explain each step. Thank you again. Let X1, X2, ..., Xn be iid random variables from a P Poisson(λ) distribution. Find two distinct method of moments estimators for λ by solving equations containing the first two moments respectively.
Suppose X1 ...... Xn is a random sample from the uniform distribution on [a; b]. (a)...
Suppose X1 ...... Xn is a random sample from the uniform distribution on [a; b]. (a) Find the method of moments estimators of a and b. (b) Find the maximum likelihood estimators of a and b. please step by step
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT