Question

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.

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
(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,...,Yn denote a random sample of size n from a population with a uniform distribution...
Let Y1,Y2,...,Yn denote a random sample of size n from a population with a uniform distribution on the interval (0,θ). Let Y(n)= max(Y1,Y2,...,Yn) and U = (1/θ)Y(n) . a) Show that U has cumulative density function 0 ,u<0, Fu (u) =   un ,0≤u≤1, 1 ,u>1
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.
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, . . ., 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.
Let Y1, Y2, . . . , Yn denote a random sample from a uniform distribution...
Let Y1, Y2, . . . , Yn denote a random sample from a uniform distribution on the interval (0, θ). (a) (5 points)Find the MOM for θ. (b) (5 points)Find the MLE for θ.
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¯ )?
Suppose Y1,··· ,Yn is a sample from a exponential distribution with mean θ, and let Y(1),···...
Suppose Y1,··· ,Yn is a sample from a exponential distribution with mean θ, and let Y(1),··· ,Y(n) denote the order statistics of the sample. (a) Find the constant c so that cY(1) is an unbiased estimator of θ. (b) Find the sufficient statistic for θ and MVUE for θ.
Let Y1,Y2.....,Yn be independent ,uniformly distributed random variables on the interval[0,θ].,Y(n)=max(Y1,Y2,....,Yn),which is considered as an estimator...
Let Y1,Y2.....,Yn be independent ,uniformly distributed random variables on the interval[0,θ].,Y(n)=max(Y1,Y2,....,Yn),which is considered as an estimator of θ. Explain why Y is a good estimator for θ when sample size is large.
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)