Let X₁, X2, X3, X4 be a random sample of size 4 from a population with the following distribution function f(x; 0) = xe / r(7)87¹ if x > 0 elsewhere Where, ß > 0. a) Find the maximum likelihood estimator of the parameter ß. b) Is the maximum likelihood estimator of the parameter ß unbiased or not? c) Find the variance of the maximum likelihood estimator of the parameter ß.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Let X₁, X2, X3, X4 be a random sample of size 4 from a population with the following
distribution function
f(x; 0) =
xº e
Г(7)В7'
if x > 0
elsewhere
Where, ß > 0.
a) Find the maximum likelihood estimator of the parameter ß.
b) Is the maximum likelihood estimator of the parameter ß unbiased or not?
c) Find the variance of the maximum likelihood estimator of the parameter ß.
d) What is the fisher information in the sample of size n about the parameter ß.
e) What is the Cramer-Rao lower bound for the variance of unbiased estimator of
the parameter ß?
f) Is this maximum likelihood estimator an efficient estimator of ß?
Transcribed Image Text:Let X₁, X2, X3, X4 be a random sample of size 4 from a population with the following distribution function f(x; 0) = xº e Г(7)В7' if x > 0 elsewhere Where, ß > 0. a) Find the maximum likelihood estimator of the parameter ß. b) Is the maximum likelihood estimator of the parameter ß unbiased or not? c) Find the variance of the maximum likelihood estimator of the parameter ß. d) What is the fisher information in the sample of size n about the parameter ß. e) What is the Cramer-Rao lower bound for the variance of unbiased estimator of the parameter ß? f) Is this maximum likelihood estimator an efficient estimator of ß?
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