Let X and Y be independentandexponentiallydistributedrandom variableswith E(X) = and E(Y ) =1/ where >

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Let X and Y be independentandexponentiallydistributedrandom variableswith E(X) = β and E(Y ) =1/β where β > 0.

a) Representthefamilyofjointdistributionsof (X,Y ) as acurvedexponentialfam-

ily ofdimensiononeandordertwo.

b) Findthelog-likelihoodfunction,scorefunction,Fisherinformation,andquad-

ratic scoreforthefamily.

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Fundamentals Of Mathematical Statistics

ISBN: 9781032223827

1st Edition

Authors: Steffen Lauritzen

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Question Posted: Aug 30, 2024 09:06 AM

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Let X and Y be independentandexponentiallydistributedrandom variableswith E(X) = and E(Y ) =1/ where >

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Fundamentals Of Mathematical Statistics

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