Consider againtheinversenormaldistributionasinExercise3.4with density with respecttostandardLebesguemeasureon R+ and considerthesubfamily P0 determined bytherestriction = 1, parametrizedwith . Let

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Consider againtheinversenormaldistributionasinExercise3.4with density

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with respecttostandardLebesguemeasureon R+ and considerthesubfamily P0 determined bytherestriction μ = 1, parametrizedwith λ. Let X1, ...,Xn be a sample fromthisfamily.

a) ShowthattheMLEˆλn for λ is determinedas

b) Determineanasymptoticconfidenceintervalfor λ based onthequadraticscore statistic forthesample.

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Fundamentals Of Mathematical Statistics

ISBN: 9781032223827

1st Edition

Authors: Steffen Lauritzen

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Question Posted: Sep 19, 2024 08:01 PM

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Consider againtheinversenormaldistributionasinExercise3.4with density with respecttostandardLebesguemeasureon R+ and considerthesubfamily P0 determined bytherestriction = 1, parametrizedwith . Let

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x(x) = exp 2x3 { -(x-) 2x

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Fundamentals Of Mathematical Statistics

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