Question

Please type out your answer. Let Y1, . . . , Yn be a random sample...

Please type out your answer.

Let Y1, . . . , Yn be a random sample from the gamma distribution with parameters α and β, where α is known. Find the maximum likelihood estimator of β. Compute its mean and variance.

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 Y1, · · · , yn be a random sample of size n from a...
Let Y1, · · · , yn be a random sample of size n from a beta distribution with parameters α = θ and β = 2. Find the sufficient statistic for θ.
Let Y1, Y2, . . ., Yn be a random sample from a Laplace distribution with...
Let Y1, Y2, . . ., Yn be a random sample from a Laplace distribution with density function f(y|θ) = (1/2θ)e-|y|/θ for -∞ < y < ∞ where θ > 0. The first two moments of the distribution are E(Y) = 0 and E(Y2) = 2θ2. a) Find the likelihood function of the sample. b) What is a sufficient statistic for θ? c) Find the maximum likelihood estimator of θ. d) Find the maximum likelihood estimator of the standard deviation...
Let Y1, Y2, Y3 ,..,, Yn be a random sample from a normal distribution with mean...
Let Y1, Y2, Y3 ,..,, Yn be a random sample from a normal distribution with mean µ and standard deviation 1. Then find the MVUE( Minimum - Variance Unbiased Estimation) for the parameters: µ^2 and µ(µ+1)
Let Y1, ... , Yn be a random sample from the p.d.f. f(y | θ) =...
Let Y1, ... , Yn be a random sample from the p.d.f. f(y | θ) = (r/θ)yr-1exp(-yr/θ), θ > 0, y > 0, where r is a known positive constant. (1) Find the Mean Likelihood Error of θ; (2) Find the Mean Squared Error of M.L.E.
Let (X1, Y1), . . . ,(Xn, Yn), be a random sample from a bivariate normal...
Let (X1, Y1), . . . ,(Xn, Yn), be a random sample from a bivariate normal distribution with parameters µ1, µ2, σ2 1 , σ2 2 , ρ. (Note: (X1, Y1), . . . ,(Xn, Yn) are independent). What is the joint distribution of (X ¯ , Y¯ )?
(a) Let Y1,Y2,··· ,Yn be i.i.d. with geometric distribution P(Y = y) = p(1−p)y-1 y=1, 2,...
(a) Let Y1,Y2,··· ,Yn be i.i.d. with geometric distribution P(Y = y) = p(1−p)y-1 y=1, 2, ........, 0<p<1. Find a sufficient statistic for p. (b) Let Y1,··· ,yn be a random sample of size n from a beta distribution with parameters α = θ and β = 2. Find the sufficient statistic for θ.
Let Y1,Y2,Y3,...,Yn denote a random sample from a Poisson probability distribution. (a) Show that sample mean,...
Let Y1,Y2,Y3,...,Yn denote a random sample from a Poisson probability distribution. (a) Show that sample mean, ˆ θ1 = ¯ Y and the sample variance, ˆ θ2 = S2 are both unbiased estimators of θ. (b) Calculate relative efficiency of the two estimators in (a). Based on your calculation, Which of the two estimators in 3a would you select as a better estimator?
Let Y1, ..., Yn be IID Poisson(λ) random variables. Argue that Y¯ , the sample mean,...
Let Y1, ..., Yn be IID Poisson(λ) random variables. Argue that Y¯ , the sample mean, is a sufficient statistic for λ by using the factorization criterion. Assuming that Y¯ is a complete sufficient statistic, explain why Y¯ is the minimum variance unbiased estimator.
Let y1,y2,...,yn denote a random sample from a Weibull distribution with parameters m=3 and unknown alpha:...
Let y1,y2,...,yn denote a random sample from a Weibull distribution with parameters m=3 and unknown alpha: f(y)=(3/alpha)*y^2*e^(-y^3/alpha) y>0 0 otherwise Find the MLE of alpha. Check when its a maximum
Let Y1, Y2, . . ., Yn be a random sample from a uniform distribution on...
Let Y1, Y2, . . ., Yn be a random sample from a uniform distribution on the interval (θ - λ, θ + λ) where -∞ < θ < ∞ and λ > 0. Find the method of moments estimators of θ and λ.
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT