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The likelihood function for a single parameter theta , based on n iid observations, X = ( X 1 , . . . ,
The likelihood function for a single parameter theta based on n iid observations,
X X Xn satisfies the following equation
log LX; theta
atheta Y theta
theta
where atheta is some differentiable function of theta only and Y is a statistic depending
on data X Assume the usual regularity conditions eg intergral and derivative can
be interchanged
a Find a sufficient statistic other than the original X for theta Justify your
answer.
bFind the Maximum Likelihood Estimate MLE of theta Is the MLE unbiased
for theta Justify your answer.
c Find the variance of the MLE you may assume the order of integration
and differentiation can be interchanged in your derivation
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