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Let f (y | t) = (t +1) y t where y = [0,1] and the parameter theta > -1. 1) Calculate MLE (t hat),
Let f (y | t) = (t +1) yt where y = [0,1] and the parameter theta > -1.
1) Calculate MLE (t hat), fisher information given that we draw iid samples Y1, ... Yn, and asymptotic distribution of the MLE if the true parameter is t0
2) Suppose we observe the following data
X1 = sqrt (1/10), X2= sqrt (2/10) ... X9=sqrt (9/10), approximate 95% confidence interval of this n= 9 data set.
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