Assume X1, X2, .,Xn are random samples from X~Exponential(0). ... 1) Find the MLE estimator of 0. 2) Find Cramer Rao lower bound for this estimator and analyze the efficiency. More precisely, you have to find the variance of the estimator using conventional methods and compare it to the Cramer Rao lower bound; 3) Assume that we have taken a random sample from such a distribution and th

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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[8 5 8 6 6 4 8 1 4 5 6 4 7 8 3 5 1 5 2 8 5 8 6 7 4 3 5 3 6 5] data set is this

Question 3
Assume X1,X2...,Xn are
random
m samples from X~Exponential(0).
1) Find the MLE estimator of 0.
2) Find Cramer Rao lower bound for this estimator and analyze the efficiency. More
precisely, you have to find the variance of the estimator using conventional methods and
compare it to the Cramer Rao lower bound;
3) Assume that we have taken a random sample from such a distribution and the sample
mean X equals to the sum of the squares of the first 5 values in your dataset. Apply the
delta method to obtain the asymptotic distribution of X2.
Transcribed Image Text:Question 3 Assume X1,X2...,Xn are random m samples from X~Exponential(0). 1) Find the MLE estimator of 0. 2) Find Cramer Rao lower bound for this estimator and analyze the efficiency. More precisely, you have to find the variance of the estimator using conventional methods and compare it to the Cramer Rao lower bound; 3) Assume that we have taken a random sample from such a distribution and the sample mean X equals to the sum of the squares of the first 5 values in your dataset. Apply the delta method to obtain the asymptotic distribution of X2.
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