Question
Consider the following probability distribution function with parameters and . f(x) = sqrt( /3x^3) exp( ( ( (x/) 1)^2) / ( 2x ) ) (a)
Consider the following probability distribution function with parameters and .
f(x) = sqrt( /3x^3) exp( ( ( (x/) 1)^2) / ( 2x ) )
(a) Find the maximum likelihood estimators of and based on a random sample x1, x2, , xn.
(b) Suppose that n = 3, and x1 = 1.7538, x2 = 3.0649, x3 = 2.4183. Calculate the values of and .
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Stochastic Calculus And Applications
Authors: Samuel N Cohen, Robert J Elliott
2nd Edition
1493928678, 9781493928675
