In random sampling from the exponential distribution f (x) = (1/)e x/ , x 0,

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In random sampling from the exponential distribution f (x) = (1/θ)e−x/θ, x ≥ 0, θ > 0, find the maximum likelihood estimator of θ and obtain the asymptotic distribution of this estimator.

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...
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Econometric Analysis

ISBN: 978-0131395381

7th edition

Authors: William H. Greene

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