Question

Let X1, X2 · · · , Xn be a random sample from the distribution with...

Let X1, X2 · · · , Xn be a random sample from the distribution with PDF, f(x) = (θ + 1)x^θ , 0 < x < 1, θ > −1.

Find an estimator for θ using the maximum likelihood

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
1. Let X1, X2, . . . , Xn be a random sample from a distribution...
1. Let X1, X2, . . . , Xn be a random sample from a distribution with pdf f(x, θ) = 1 3θ 4 x 3 e −x/θ , where 0 < x < ∞ and 0 < θ < ∞. Find the maximum likelihood estimator of ˆθ.
Let X1, X2, · · · , Xn be a random sample from the distribution, f(x;...
Let X1, X2, · · · , Xn be a random sample from the distribution, f(x; θ) = (θ + 1)x^ −θ−2 , x > 1, θ > 0. Find the maximum likelihood estimator of θ based on a random sample of size n above
Let X1, X2, ·······, Xn be a random sample from the Bernoulli distribution. Under the condition...
Let X1, X2, ·······, Xn be a random sample from the Bernoulli distribution. Under the condition 1/2≤Θ≤1, find a maximum-likelihood estimator of Θ.
Let X1,..., Xn be a random sample from a distribution with pdf as follows: fX(x) =...
Let X1,..., Xn be a random sample from a distribution with pdf as follows: fX(x) = e^-(x-θ) , x > θ 0 otherwise. Find the sufficient statistic for θ. Find the maximum likelihood estimator of θ. Find the MVUE of θ,θˆ Is θˆ a consistent estimator of θ?
6. Let θ > 1 and let X1, X2, ..., Xn be a random sample from...
6. Let θ > 1 and let X1, X2, ..., Xn be a random sample from the distribution with probability density function f(x; θ) = 1/(xlnθ) , 1 < x < θ. a) Obtain the maximum likelihood estimator of θ, ˆθ. b) Is ˆθ a consistent estimator of θ? Justify your answer.
6. Let X1, X2, ..., Xn be a random sample of a random variable X from...
6. Let X1, X2, ..., Xn be a random sample of a random variable X from a distribution with density f (x)  ( 1)x 0 ≤ x ≤ 1 where θ > -1. Obtain, a) Method of Moments Estimator (MME) of parameter θ. b) Maximum Likelihood Estimator (MLE) of parameter θ. c) A random sample of size 5 yields data x1 = 0.92, x2 = 0.7, x3 = 0.65, x4 = 0.4 and x5 = 0.75. Compute ML Estimate...
Let X1, X2, · · · , Xn be a random sample from an exponential distribution...
Let X1, X2, · · · , Xn be a random sample from an exponential distribution f(x) = (1/θ)e^(−x/θ) for x ≥ 0. Show that likelihood ratio test of H0 : θ = θ0 against H1 : θ ≠ θ0 is based on the statistic n∑i=1 Xi.
Let X1, X2, ..., Xn be a random sample from a distribution with probability density function...
Let X1, X2, ..., Xn be a random sample from a distribution with probability density function f(x; θ) = (θ 4/6)x 3 e −θx if 0 < x < ∞ and 0 otherwise where θ > 0 . a. Justify the claim that Y = X1 + X2 + ... + Xn is a complete sufficient statistic for θ. b. Compute E(1/Y ) and find the function of Y which is the unique minimum variance unbiased estimator of θ. b.  Compute...
Let X2, ... , Xn denote a random sample from a discrete uniform distribution over the...
Let X2, ... , Xn denote a random sample from a discrete uniform distribution over the integers - θ, - θ + 1, ... , -1, 0, 1, ... ,  θ - 1,  θ, where  θ is a positive integer. What is the maximum likelihood estimator of  θ? A) min[X1, .. , Xn] B) max[X1, .. , Xn] C) -min[X1, .. , Xn​​​​​​​] D) (max[X1, .. , Xn​​​​​​​] - min[X1, .. , Xn​​​​​​​]) / 2 E) max[|X1| , ... , |Xn|]
Let X1, X2, ..., Xn be a random sample (of size n) from U(0,θ). Let Yn...
Let X1, X2, ..., Xn be a random sample (of size n) from U(0,θ). Let Yn be the maximum of X1, X2, ..., Xn. (a) Give the pdf of Yn. (b) Find the mean of Yn. (c) One estimator of θ that has been proposed is Yn. You may note from your answer to part (b) that Yn is a biased estimator of θ. However, cYn is unbiased for some constant c. Determine c. (d) Find the variance of cYn,...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT