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Problem 3 25 pts] x1, ...,In are iid samples from Gam(12, )). We want to estimate A. The likelihood function is n L( )) =
Problem 3 25 pts] x1, ...,In are iid samples from Gam(12, )). We want to estimate A. The likelihood function is n L( )) = 1 r(12) 2 i -10-Ari i=1 It is difficult to compute the MLE of A analytically. However, we could easily obtain a moment estimator of 1. Let's use h(x) = x to construct a moment estimator of 1. (a). Find the moment estimator. (b). Compute the Bias and MSE of the moment estimator in (a)
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