Let X1, . . . , Xn be a random sample from a gamma distribution with parameters

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Let X1, . . . , Xn be a random sample from a gamma distribution with parameters a and b.

a. Derive the equations whose solutions yield the maximum likelihood estimators of a and

b. Do you think they can be solved explicitly?

b. Show that the mle of ab is .

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Probability And Statistics For Engineering And The Sciences

ISBN: 9781133169345

8th Edition

Authors: Jay L Devore, Roger Ellsbury

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Question Posted: Sep 21, 2024 11:01 AM

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Let X1, . . . , Xn be a random sample from a gamma distribution with parameters

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Probability And Statistics For Engineering And The Sciences

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