2. Suppose that X1,.., Xn are iid Geometric random variables with frequency func- .... tion f (x; 0) = 0(1 – 0)", x= 0, 1, 2, ., 0 E (0, 1). .... Find the ML estimator 0, of 0. Show that 6n is consistent an find its asymptotic distribution.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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2. Suppose that X1, .
Xn are iid Geometric random variables with frequency func-
...
tion
f(x; 0) = 0(1 – 0)", x = 0, 1, 2, ..., 0 E (0, 1).
Find the ML estimator 0, of 0. Show that Ôn is consistent an find its asymptotic
distribution.
Transcribed Image Text:2. Suppose that X1, . Xn are iid Geometric random variables with frequency func- ... tion f(x; 0) = 0(1 – 0)", x = 0, 1, 2, ..., 0 E (0, 1). Find the ML estimator 0, of 0. Show that Ôn is consistent an find its asymptotic distribution.
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