32. a. Let X1, . . . , Xn be a random sample from a uniform distribution...
Question:
32.
a. Let X1, . . . , Xn be a random sample from a uniform distribution on [0, ]. Then the mle of is ˆ
Y max(Xi
).
Use the fact that Y y iff each Xi y to derive the cdf of Y. Then show that the pdf of Y max(Xi
) is fY(y) {
ny
n n
1
0 y
0 otherwise
b. Use the result of part
(a) to show that the mle is biased but that (n 1)max(Xi
)/n is unbiased.
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Related Book For
Probability And Statistics For Engineering And The Sciences
ISBN: 9781111802325
7th Edition
Authors: Dave Ellis, Jay L Devore
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