4. Suppose that X1, X2, ..., X, are independently and identically distributed with probability density function given by
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4. Suppose that X1, X2, ..., X, are independently and identically distributed with probability density function given by
4. Suppose that X1, X2, ..., X, are independently and identically distributed with probability density function given by f(a) = (a +9) ott, a>0, o>0. 01 . 1 +1 If the maximum likelihood estimator (MLE) of a is given by 2 In II (1 + 2;) and assuming that n is large, create an approximate 95% confidence interval for a. You may assume that the MLE achieves the CRLB. In other words, the NLE is a minimum variance unbiased estimator for a.
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