Suppose X, ~ f (x) = ax"-1/p", 0 0, a> 0,i = 1,2, ... , n, where n > 1. (a) Show that -n log[X(m)//] ~ GAM(1, 1/a), where loge = 1 (1.e., natural logarithm, e-based). (b) Construct a "reasonable" 95% C.I. for /, so that / is in your C.I. Take it for granted that / = X(m). Hint 1: Take it for granted that -n log[ X()//] is independent of - >_, log[X,/X(m)], where - Et=1 log[X,/X(m)] ~ GAM(n - 1, 1/@). Hint 2: Use Hint 1 to construct a PQ, which can then be used to construct C.I.s for . Notice that or is also unknown, so the upper or lower bound of your C.I for / cannot involve a