2. Use the Lehman-Scheffe minimal sufficiency theorem, or some other argument, to find a set of minimal
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2. Use the Lehman-Scheffe´ minimal sufficiency theorem, or some other argument, to find a set of minimal sufficient statistics for each case below.
a. You are random sampling from a log-normal population distribution given by fðz; m; s2Þ ¼ 1
ð Þ 2p 1=2 sz exp 1 2s2 ð Þ lnðzÞ m 2
Ið0;1Þ ðzÞ;
where m∈(1,1) and s2 > 0.
b. You are random sampling from a “power function”
population distribution given by f zð Þ¼ ; l lzl1 Ið0;1ÞðzÞ; where l>0:
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Related Book For
Mathematical Statistics For Economics And Business
ISBN: 9781461450214
2nd Edition
Authors: Ron C. Mittelhammer
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