Let X1, , Xn be iid with pdf f(x ) x 1, 0 x 1, 0 a Find the MLE of , and show that its variance 0 as b Find the method of moments estimator of ...

a Set the derivative equal to zero and solve for t ...

Let X1,..., Xn be iid with pdf f(x|) = x-1, 0 x 1, 0 <

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Let X1,..., Xn be iid with pdf
f(x|θ) = θxθ-1, 0 ≤ x ≤ 1, 0 < θ < ∞
a. Find the MLE of θ, and show that its variance → 0 as → ∞.
b. Find the method of moments estimator of θ.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:24 AM

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Let X1,..., Xn be iid with pdf f(x|) = x-1, 0 x 1, 0 <

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