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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 =(X1,..., Xn), satisfies the following equation
log L(X; \theta )
= a(\theta )(Y \theta )
\theta
where a(\theta )>0 is some differentiable function of \theta only and Y is a statistic depending
on data X. Assume the usual regularity conditions (e.g., intergral and derivative can
be interchanged).
(a) Find a sufficient statistic (other than the original X) for \theta . Justify your
answer.
(b)Find 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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