Stats Solutions

[Solution Library] Let (X_1, ..., X_n) be a random sample from a distribution with probability density function given by f_X(x ; σ)=(1)/(2 σ)

Question: Let \(\left(X_{1}, \ldots, X_{n}\right)\) be a random sample from a distribution with probability density function given by

\[f_{X}(x ; \sigma)=\frac{1}{2 \sigma} \exp \left(-\frac{|x|}{\sigma}\right)\]

where \(\sigma>0\)

  1. Derive the maximum likelihood estimator of \(\sigma\).
  2. Find the uniformly minimum variance unbiased estimator (UMVUE) of \(\sigma\).
    I(c) Does the UMVUE you find in part (b) attain the Cramér-Rao lower bound (CRLB)?
    (d) Find the UMVUE of \(\sigma^{r}\), where \(r>1\).
    Price: $2.99
    Solution: The downloadable solution consists of 3 pages
    Deliverable: Word Document


    ∴ Other downloads you may be interested in ∴

log in to your account

Forgot password?
Don't have a membership account?
REGISTER

reset password

Back to
log in

sign up

Back to
log in