7. Suppose that X follows a geometric distribution, P(X = k) = p(1 - p) and assume an i.i.d. sample of size n. a. Find t
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7. Suppose that X follows a geometric distribution, P(X = k) = p(1 - p) and assume an i.i.d. sample of size n. a. Find t
7. Suppose that X follows a geometric distribution, P(X = k) = p(1 - p) and assume an i.i.d. sample of size n. a. Find the method of moments estimate of p. b. Find the mle of p. c. Is this MLE an unbiased estimator? d. Find the asymptotic variance of the MLE, e. Is the MLE consistent? 1 X
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