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Please solve parts a and b. Show all work and all steps. 4. Suppose that X1, ..., Xn is a sample of size n from

Please solve parts a and b. Show all work and all steps.

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4. Suppose that X1, ..., Xn is a sample of size n from the following pdf f (x; 0) = 0x -10 0. Find the distribution of Y = - In X1 (suggestion: use the Jacobian method). Find a function of T = - _ _, In(Xi) that is a pivotal quantity and construct a two-sided (1 - a) confidence interval for 0

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