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 ³x (1 10) = (u +r- (1 - 0) ³0⁰ for y N and unknown 0 € (0, 1). Here the number of successes r in the negative binomial is known.
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 ³x (1 10) = (u +r- (1 - 0) ³0⁰ for y N 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
Related questions
Question
![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.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F008f8cce-1e45-43a4-8b17-46721d7357f5%2Ff75a8fda-3071-4f7e-9b3c-afb7b60a4eda%2Fkdzeo85_processed.png&w=3840&q=75)
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.
![(c) Using that E{T(Y)}
for the parameter =
=
=
(d) Using that Var(T(Y)) =
in part (c).
dA
(or otherwise), write down an unbiased estimator
(or otherwise), find the variance of your estimator
1+0
(e) Using that 0 = Write down the loglikelihood (o; y) for 6 and calculate
= -E²(y) for 0.
the Fisher information I() =](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F008f8cce-1e45-43a4-8b17-46721d7357f5%2Ff75a8fda-3071-4f7e-9b3c-afb7b60a4eda%2F8usbyc_processed.jpeg&w=3840&q=75)
Transcribed Image Text:(c) Using that E{T(Y)}
for the parameter =
=
=
(d) Using that Var(T(Y)) =
in part (c).
dA
(or otherwise), write down an unbiased estimator
(or otherwise), find the variance of your estimator
1+0
(e) Using that 0 = Write down the loglikelihood (o; y) for 6 and calculate
= -E²(y) for 0.
the Fisher information I() =
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