Question 1. Let X ...,X be a random sample from the Gamma distribution with density function 1 -ra-l,-x/B (x > 0) where the parameters a > 0, B>0 and a is known. Find (A) The Method of Moments Estimator (MME) of B. (B) Show that the MME in (A) is also the Maximum Likelihood Estimator (MLE) of B. (C) Show that the estimator found above is unbiased, consistent and its variance attains the Cramer- Rao Lower Bound.

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
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ISBN:9780079039897
Author:Carter
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Chapter10: Statistics
Section10.1: Measures Of Center
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Question 1.
Let X ...,X be a random sample from the Gamma distribution with density function
1
-ra-l,-x/B
(x > 0)
B“T(a)
where the parameters a >0, B>0 and a is known. Find
(A) The Method of Moments Estimator (MME) of B.
(B) Show that the MME in (A) is also the Maximum Likelihood Estimator (MLE) of ß.
(C) Show that the estimator found above is unbiased, consistent and its variance attains the Cramer-
Rao Lower Bound.
Transcribed Image Text:Question 1. Let X ...,X be a random sample from the Gamma distribution with density function 1 -ra-l,-x/B (x > 0) B“T(a) where the parameters a >0, B>0 and a is known. Find (A) The Method of Moments Estimator (MME) of B. (B) Show that the MME in (A) is also the Maximum Likelihood Estimator (MLE) of ß. (C) Show that the estimator found above is unbiased, consistent and its variance attains the Cramer- Rao Lower Bound.
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