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1. (10 points) Let X1..... X, be iid observations from the inverse Gaussian pdf, 1/2 f(x\, 1) = (*) "* -A(*1 exp{-(1-x)/
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- 1 10 Points Let X1 X Be Iid Observations From The Inverse Gaussian Pdf 1 2 F X 1 A 1 Exp 1 X 1 (16.75 KiB) Viewed 23 times
1. (10 points) Let X1..... X, be iid observations from the inverse Gaussian pdf, 1/2 f(x\, 1) = (*) "* -A(*1 exp{-(1-x)/(2,22r)}, 1 >0. 2-ம் 72 E(X) = 4, Var(X) = 4, E() = + 1, Var($) = + . We showed in HW3 that the MLE of 4 and are À = X and i Σ- ( - ) (a) Prove that it is consistent for (b) Prove that À is consistent for .. =1 A.