Let be a positive real number, which is unknown. Suppose the Xi are independent for i
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Let θ be a positive real number, which is unknown. Suppose the Xi are independent for i = 1,...,n, with a common distribution Pθ that depends on θ: Pθ {Xi = j } = c(θ )(θ + j )−1(θ + j + 1)−1 for j =
0, 1, 2,.... What is c(θ )? How would you estimate θ? Hints on finding c(θ ). What is ∞
j=0 (aj − aj+1)? What is (θ + j )−1 − (θ + j + 1)−1?
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