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
icon
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.
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() =
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() =
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 5 steps with 24 images

Blurred answer
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
College Algebra
College Algebra
Algebra
ISBN:
9781305115545
Author:
James Stewart, Lothar Redlin, Saleem Watson
Publisher:
Cengage Learning
College Algebra (MindTap Course List)
College Algebra (MindTap Course List)
Algebra
ISBN:
9781305652231
Author:
R. David Gustafson, Jeff Hughes
Publisher:
Cengage Learning
Calculus For The Life Sciences
Calculus For The Life Sciences
Calculus
ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,