1. Handin Suppose that Y,, Y2, ...,Yn constitute a random sample of size n from the density function fyl®) = {(@ – 1)eº(-tny), 0, 01 elsewhere. 4.1. Obtain the MLE for 0.

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4. Handin Suppose that Y,, Y2, .,Yn constitute a random sample of size n from the density function
((0 – 1)eº(-Iny),
0,
....
0< y <1 0 > 1
fole) = {® -
elsewhere.
4.1. Obtain the MLE for 0.
4.2. Show that the MLE is MVUE by showing that it is unbiased. (Hint: do transformation
W = - In Y)
4.3. Is the MLE consistent?
4.4. Is the MLE efficient?
Transcribed Image Text:4. Handin Suppose that Y,, Y2, .,Yn constitute a random sample of size n from the density function ((0 – 1)eº(-Iny), 0, .... 0< y <1 0 > 1 fole) = {® - elsewhere. 4.1. Obtain the MLE for 0. 4.2. Show that the MLE is MVUE by showing that it is unbiased. (Hint: do transformation W = - In Y) 4.3. Is the MLE consistent? 4.4. Is the MLE efficient?
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