6.33 Let X1,...,Xn be iid each with density f (x) (with respect to Lebesgue measure), which is...

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6.33 Let X1,...,Xn be iid each with density f (x) (with respect to Lebesgue measure), which is unknown. Show that the order statistics are complete.

[Hint: Use Problem 6.32

(a) with P0 the class of distributions of Example 6.15(iv).

Alternatively, let P0 be the exponential family with density C(θ1,...,θn)e−θ1xi−θ2x2 1−···−θnxn i −x2n i .]

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Theory Of Point Estimation

ISBN: 9780387985022

2nd Edition

Authors: Erich L. Lehmann, George Casella

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Question Posted: Oct 31, 2024 06:00 AM

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6.33 Let X1,...,Xn be iid each with density f (x) (with respect to Lebesgue measure), which is unknown. Show that the order statistics are complete. [Hint: Use Problem 6.32 (a) with P0 the class of...
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6.33 Let X1,...,Xn be iid each with density f (x) (with respect to Lebesgue measure), which is...

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Theory Of Point Estimation

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