Question
Suppose Y1, Y2, , Yn are iid from uniform(1, ). That is f(y; ) = 1/ 1 , 1 < y < . (a)Find an
Suppose Y1, Y2, , Yn are iid from uniform(1, ). That is f(y; ) = 1/ 1 , 1 < y < . (a)Find an estimator for using method of moments (MOM). (b) Is the MOM estimator obtained in part (a) unbiased for ? Is it consistent for ? (c) Find the MLE for . (d) (6 marks) Is the MLE unbiased? If not, could you suggest an unbiased estimator based on it? (e) Is the MLE consistent for ? (f) Compare the mean square error of the MOM estimator obtained in part (a) and the MLE obtained in part (c). (g) Find the MLE for the expected value of () = E(Y ) = 1 + 2 .
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