PROBLEM 4. Let {X1, ..., , Xn} be a random sample from the negative binomial distribution with the X equal to the time p
Posted: Wed May 11, 2022 6:12 am
PROBLEM 4. Let {X1, ..., , Xn} be a random sample from the negative binomial distribution with the X equal to the time point for success number r. T (7.9) S(21rp) = (* = 1)r(1 – pje", o2r, pe (0,1). , . 2 We want to find a UMVUE for p. Assume that r = 1.
a) Start with p= 1(X1 = 1) and find a UMVUE for p. Compare the estimator with the MLE. b) Find a UMVUE for the population variance, o2 = (1 - P)/pa. Try to find a computable expression. ==
a) Start with p= 1(X1 = 1) and find a UMVUE for p. Compare the estimator with the MLE. b) Find a UMVUE for the population variance, o2 = (1 - P)/pa. Try to find a computable expression. ==