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Problem 2 (25 points). Let X1, X2, ..., Xn be i.i.d. variables with p.d.f. as follows: 020-1, for 0 0 is an unknown parameter. (1)
Problem 2 (25 points). Let X1, X2, ..., Xn be i.i.d. variables with p.d.f. as follows: 020-1, for 0 0 is an unknown parameter. (1) (10 points) Find the method-of-moments estimator, On , for 0 and show its consis- tency. (2) (15 points) Find the M.L.E., On , of 0 and show that Vn. On - 0 d. N (0, 1 ) as n + 0o
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