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2. Let 1. :5 U and let Xi , X2 , ,X be a random sample from the distribution with probability density function 2 f(I;?L)
2. Let 1. :5 U and let Xi , X2 , ,X\" be a random sample from the distribution with probability density function 2 f(I;?L) = % leila, Ilh, zero otherwise. a 2 Recall: The maximum likelihood estimator of it is it \" g} Show that W = 1..\" X has a Gamma distribution. What are its parameters? \"=4 ii) Suppose n=4 and 1:3. Findthe probability P 2 il'xi :- 1.3 i=1 \":4 i} Suppose n=4 and 1:3. Find a aueliniat P 2 JR; :- n =e.9il. i=1 j} Is the maximum likelihood estimatorof l. Lao unbiased estimator of it? If it is not an unbiased estimator of 7, construct an unbiased estimator of 1. based on i . It) Find MSE( i ) where i the maximum likelihood estimator of l
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