1. Fix r € N, and suppose that Y₁,..., Yn are independent and identically distributed NegBin(r, ) random variables, each with probability mass function given by fy(y | 0) = y (³ + r − ¹) (1 - 0) ³0² Y for y EN and unknown 0 € (0, 1). Here the number of successes r in the negative binomial is known.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
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1. Fix r € N, and suppose that Y₁, ..., Yn are independent and identically distributed
NegBin(r, ) random variables, each with probability mass function given by
¡v (u | 0) – (1 + r − ¹) (1 -
fy
y
(1 - 0) ³0⁰
for y ¤ N and unknown 0 € (0, 1). Here the number of successes r in the negative
binomial is known.
Transcribed Image Text:1. Fix r € N, and suppose that Y₁, ..., Yn are independent and identically distributed NegBin(r, ) random variables, each with probability mass function given by ¡v (u | 0) – (1 + r − ¹) (1 - fy y (1 - 0) ³0⁰ for y ¤ N and unknown 0 € (0, 1). Here the number of successes r in the negative binomial is known.
(a) By specifying appropriate functions h(y), U(0), T(y) and A(U(0)), show that
this parametric family is an Exponential Family.
(b) Write down a minimal sufficient statistic for 0, justify your answer.
dA
(c) Using that E{T(Y)}
for the parameter
=
=
(or otherwise), write down an unbiased estimator
Transcribed Image Text:(a) By specifying appropriate functions h(y), U(0), T(y) and A(U(0)), show that this parametric family is an Exponential Family. (b) Write down a minimal sufficient statistic for 0, justify your answer. dA (c) Using that E{T(Y)} for the parameter = = (or otherwise), write down an unbiased estimator
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