Suppose that you have a random sample of sizenfrom a population with Gamma density with α= 3 but unknown β. Write down the likelihood function, and find a sufficient statistic. Find the MLE and the MOM estimators forβ. (Hint: They should be equal.) Then find the MSE for this estimator by finding the bias and the variance.Is it consistent? Is it MVUE? Explain why or why not.
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