Show that for any & > 0 and Sn = Ei=1 Xi, lim P(|Sn-01 ≥ E) = 0. 11-00 a) b) Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8. Let 0₁ = X₁+2X2+2X₁-X and ₂ = (X₁ + X₂ + X₂ + X₁) be two unbiased estimators of 8. Which

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Suppose that a sequence of mutually independent and identically distributed discrete random
variables X₁, X₂, X3,..., X, has the following probability density function
a)
b)
c)
d)
e)
f(x; 0) =
Show that for any e > 0 and Sn
E
=
72
exe-0
x!
0,
J
for x = 0,1,2,...
elsewhere
1 Xi, lim P(IS-01 ≥ 8) = 0.
11-00
Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8.
Let ₁ = X1+2X2+2X3-X4
¹ and ₂ = (X₁ + X₂ + X3 + X4) be two unbiased estimators of 8. Which
one of the two estimators is more efficient?
What is the Cramer-Rao lower bound for the variance of the unbiased estimator of the
parameter 8?
Use the one-parameter regular exponential family definition to find the functions,
h(x), c(0), w (0) and t(x).
Transcribed Image Text:Suppose that a sequence of mutually independent and identically distributed discrete random variables X₁, X₂, X3,..., X, has the following probability density function a) b) c) d) e) f(x; 0) = Show that for any e > 0 and Sn E = 72 exe-0 x! 0, J for x = 0,1,2,... elsewhere 1 Xi, lim P(IS-01 ≥ 8) = 0. 11-00 Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8. Let ₁ = X1+2X2+2X3-X4 ¹ and ₂ = (X₁ + X₂ + X3 + X4) be two unbiased estimators of 8. Which one of the two estimators is more efficient? What is the Cramer-Rao lower bound for the variance of the unbiased estimator of the parameter 8? Use the one-parameter regular exponential family definition to find the functions, h(x), c(0), w (0) and t(x).
Suppose that a sequence of mutually independent and identically distributed discrete random
variables X₁, X₂, X3,..., X, has the following probability density function
a)
b)
c)
d)
e)
f(x; 0) =
Show that for any e > 0 and Sn
=
72
0xe-0
x!
0,
J
for x = 0,1,2,...
elsewhere
1 Xi, lim P(IS-01 ≥ 8) = 0.
11-00
Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8.
Let ₁ = X1+2X2+2X3-X4
¹ and ₂ = (X₁ + X₂ + X3 + X4) be two unbiased estimators of 8. Which
one of the two estimators is more efficient?
What is the Cramer-Rao lower bound for the variance of the unbiased estimator of the
parameter 8?
Use the one-parameter regular exponential family definition to find the functions,
h(x), c(0), w (0) and t(x).
Transcribed Image Text:Suppose that a sequence of mutually independent and identically distributed discrete random variables X₁, X₂, X3,..., X, has the following probability density function a) b) c) d) e) f(x; 0) = Show that for any e > 0 and Sn = 72 0xe-0 x! 0, J for x = 0,1,2,... elsewhere 1 Xi, lim P(IS-01 ≥ 8) = 0. 11-00 Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 8. Let ₁ = X1+2X2+2X3-X4 ¹ and ₂ = (X₁ + X₂ + X3 + X4) be two unbiased estimators of 8. Which one of the two estimators is more efficient? What is the Cramer-Rao lower bound for the variance of the unbiased estimator of the parameter 8? Use the one-parameter regular exponential family definition to find the functions, h(x), c(0), w (0) and t(x).
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