- A Problem 4 Modified From Problem 7 44 On Page 267 Let X Be A Geometric Random Variable With Param Eter P That Is 1 (25.81 KiB) Viewed 91 times
a Problem 4 (Modified from Problem 7-44 on page 267). Let X be a geometric random variable with param- eter p. That is,
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a Problem 4 (Modified from Problem 7-44 on page 267). Let X be a geometric random variable with param- eter p. That is,
a Problem 4 (Modified from Problem 7-44 on page 267). Let X be a geometric random variable with param- eter p. That is, f(x)=P(X = z) =p(1-P)-1 for x = 1,2,3,... Suppose that we observe a random sample of size n, denoted by X1, ",Xn, from this distribution. (a) Find the method of moment (MOM) estimator of p. (b) Find the maximum likelihood estimator (MLE) of p. (c) Suppose that we observe a random of sample n = 5 with values X1 = 1, X2 = 5, X3 = 6, X 4 = 1 and X5 = 8. Compute the numerical values of MOM and MLE of p in part (a) and (b).