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1. Consider the distributions: (i) Gamma: f(y:0) ==> (0) (o known). (ii) Negative binomial: f(y; 0) = (+1) 0 (1-0) (r known). For (i)
1. Consider the distributions: (i) Gamma: f(y:0) ==> (0) (o known). (ii) Negative binomial: f(y; 0) = (+1) 0 (1-0) (r known). For (i) and (ii): (a) Determine the maximum likelihood estimate, 0, of 0 based on a random sample of observations y, Y (b) Obtain an expression for the asymptotic variance of the maximum likelihood estimator of 0.
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Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
