Take themodel f (x) exp(x),x 0, 0. (a) Find the Cramr-Rao lower bound

Question:

Take themodel f (x) Æ µ exp(¡µx),x ¸ 0,µ È 0.

(a) Find the Cramér-Rao lower bound for µ.

(b) Recall the MLE bµ for µ from above. Notice that this is a function of the sample mean. Use this formula and the delta method to find the asymptotic distribution for bµ.

(c) Find the asymptotic distribution for bµ using the general formula for the asymptotic distribution of MLE. Do you find the same answer as in part (b)?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: