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21. Suppose that X1, X2, ..., X, are i.i.d. with density function n f(x|0) = e(x0) x 0 and f(x|0) = 0 otherwise. a.
21. Suppose that X1, X2, ..., X, are i.i.d. with density function n f(x|0) = e(x0) x 0 and f(x|0) = 0 otherwise. a. Find the method of moments estimate of 0. b. Find the mle of 0. (Hint: Be careful, and don't differentiate before thinking. For what values of 0 is the likelihood positive?)
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Probability and Random Processes With Applications to Signal Processing and Communications
Authors: Scott Miller, Donald Childers
2nd edition
123869811, 978-0121726515, 121726517, 978-0130200716, 978-0123869814
