Question

Suppose X1,...,Xn is an iid sample from a distribution with pdf: (1-y)*y^(alpha-1)*alpha*(alpha+1) y is in (0,1)...

Suppose X1,...,Xn is an iid sample from a distribution with pdf:

(1-y)*y^(alpha-1)*alpha*(alpha+1)

y is in (0,1)

alpha is unknown parameter. Show that 2xbar / (1-xbar) is consistent for alpha

Homework Answers

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Question: (Bayesian) Suppose X1,X2,...,,Xn are iid Binomial(3,θ), and the prior distribution of θ is Uniform[0,1]. (a)...
Question: (Bayesian) Suppose X1,X2,...,,Xn are iid Binomial(3,θ), and the prior distribution of θ is Uniform[0,1]. (a) What is the posterior distribution of θ|X1....,Xn? (b) What is the Bayesian estimator of θ for mean square loss?
Let X1,…, Xn be a sample of iid random variables with pdf f (x ∶ ?)...
Let X1,…, Xn be a sample of iid random variables with pdf f (x ∶ ?) = 1/? for x ∈ {1, 2,…, ?} and Θ = ℕ. Determine the MLE of ?.
Let X1, X2, …, Xn be iid with pdf ?(?|?) = ? −(?−?)? −? −(?−?) ,...
Let X1, X2, …, Xn be iid with pdf ?(?|?) = ? −(?−?)? −? −(?−?) , −∞ < ? < ∞. Find a C.S.S of θ
Suppose that X1,..., Xn∼iid Geometric(p). (a) Suppose that p has a uniform prior distribution on the...
Suppose that X1,..., Xn∼iid Geometric(p). (a) Suppose that p has a uniform prior distribution on the interval [0,1]. What is the posterior distribution of p? For part (b), assume that we obtained a random sample of size 4 with ∑ni=1 xi = 4. (b) What is the posterior mean? Median?
Let X1, X2, . . . , Xn be iid following exponential distribution with parameter λ...
Let X1, X2, . . . , Xn be iid following exponential distribution with parameter λ whose pdf is f(x|λ) = λ^(−1) exp(− x/λ), x > 0, λ > 0. (a) With X(1) = min{X1, . . . , Xn}, find an unbiased estimator of λ, denoted it by λ(hat). (b) Use Lehmann-Shceffee to show that ∑ Xi/n is the UMVUE of λ. (c) By the definition of completeness of ∑ Xi or other tool(s), show that E(λ(hat) |  ∑ Xi)...
Let X ∼ Geo(?) with Θ = [0,1]. a) Show that pdf of the random variable...
Let X ∼ Geo(?) with Θ = [0,1]. a) Show that pdf of the random variable X is in the one-parameter regular exponential family of distributions. b) If X1, ... , Xn is a sample of iid Geo(?) random variables with Θ = (0, 1), determine a complete minimal sufficient statistic for ?.
Suppose that X1,..., Xn form a random sample from the uniform distribution on the interval [0,θ],...
Suppose that X1,..., Xn form a random sample from the uniform distribution on the interval [0,θ], where the value of the parameter θ is unknown (θ>0). (1)What is the maximum likelihood estimator of θ? (2)Is this estimator unbiased? (Indeed, show that it underestimates the parameter.)
Let X1,…, Xn be a sample of iid Exp(?1, ?2) random variables with common pdf f...
Let X1,…, Xn be a sample of iid Exp(?1, ?2) random variables with common pdf f (x; ?1, ?2) = (1/?1)e−(x−?2)/?1 for x > ?2 and Θ = ℝ × ℝ+. a) Show that S = (X(1), ∑ni=1 Xi ) is jointly sufficient for (?1, ?2). b) Determine the pdf of X(1). c) Determine E[X(1)]. d) Determine E[X2(1) ]. e ) Is X(1) an MSE-consistent estimator of ?2? f) Given S = (X(1), ∑ni=1 Xi )is a complete sufficient statistic...
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
Let X1,…, Xn be a sample of iid random variables with pdf f (x; ?) =...
Let X1,…, Xn be a sample of iid random variables with pdf f (x; ?) = 3x2 /(?3) on S = (0, ?) with Θ = ℝ+. Determine i) a sufficient statistic for ?. ii) F(x). iii) f(n)(x)
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT