If X1,... ,Xn are iid with pdf f(x|) = e-(x-)I[,) (x), then Y = min{X1,... ,Xn} is
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fY(y|μ) = ne-n(y-μ) I[μ,∞)(y)
In Example 9.2.13 a 1 - α confidence interval for μ was found using the method of Section 9.2.3. Compare that interval to 1 - α intervals obtained by likelihood and pivotal methods.
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The confidence interval derived by the method of Section 923 is where y min i x i The ...View the full answer
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