Problem 1. Suppose that X1, ... , Xn are i.i.d. following pdf given by f(x; 0) = ¿e¯3, where both x and O are in (0, ∞), and 0 is the unknown parameter. Find a sufficient statistic for 0, which must be a real-valued continuous function of (X1,. , Xn). Problem 3. In Problem 1, find a large sample (asymptotic) confidence interval for 0, with significance 0.01. The length of the confidence interval must be order .

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Problem 1.
Suppose that X1, ... , Xn are i.i.d. following pdf given by f(x; 0) = ¿e¯3, where both x and
O are in (0, ∞), and 0 is the unknown parameter. Find a sufficient statistic for 0, which must
be a real-valued continuous function of (X1,. , Xn).
Problem 3.
In Problem 1, find a large sample (asymptotic) confidence interval for 0, with significance
0.01. The length of the confidence interval must be order .
Transcribed Image Text:Problem 1. Suppose that X1, ... , Xn are i.i.d. following pdf given by f(x; 0) = ¿e¯3, where both x and O are in (0, ∞), and 0 is the unknown parameter. Find a sufficient statistic for 0, which must be a real-valued continuous function of (X1,. , Xn). Problem 3. In Problem 1, find a large sample (asymptotic) confidence interval for 0, with significance 0.01. The length of the confidence interval must be order .
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