Let X1, , Xn be i.i.d. with density f (x, ) = [1 + cos(x)]/2,

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Let X1, ··· , Xn be i.i.d. with density f (x, θ) = [1 + θ cos(x)]/2π, where the parameter θ satisfies |θ| < 1 and x ranges between 0 and 2π. (The observations Xi may be interpreted as directional data. The case θ = 0 corresponds to the uniform distribution on the circle.) Construct an efficient likelihood estimator of θ, as explicitly as possible.

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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