Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Question 6: Suppose that we have a random sample of size n from a Bernoulli() distribution. We will use a complementary log-log model: A =

image text in transcribed
image text in transcribed
Question 6: Suppose that we have a random sample of size n from a Bernoulli() distribution. We will use a complementary log-log model: A = cloglog(7) = log(- log(1 - )). The mle (maximum likelihood estimate) for 0 is 0 = log(- log(1 - #)), where 7 = (number of successes)/ (number of trials) is the sample proportion. (a) Use the delta method, to show that the estimated variance for 0 is VIe] = n (1 - ) log(1 - #)]2. (b) Using (a), compute the estimated (asymptotic) variance for cloglog(it), if the sample proportion is * = 0.25 with n = 100. (c) Suppose that it = y = 0.25, with n = 100. Give the 95% cloglog confidence interval for 7, which is obtained by first computing the 95% Wald interval for cloglog(7) and evaluating the limits of the interval in the inverse function of the cloglog

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Interconnection Networks

Authors: J C Bermond

1st Edition

1483295273, 9781483295275

More Books

Students also viewed these Mathematics questions