(Modified from Problem 7-46 on page 267). Let X be a random variable with the following probability distribution (0+1)x"
Posted: Mon Nov 15, 2021 10:53 am
(Modified from Problem 7-46 on page 267). Let X be a random variable with the following probability distribution (0+1)x", if 0 < 3 <1; fo(r) 0, otherwise. { (a) Find the method of moment (MOM) estimator of 0, based on a random sample of size n. (b) Find the maximum likelihood estimator (MLE) of 0, based on a random sample of size n. (c) Suppose we observe a random sample of size n = 4 with values X1 = 0.39, X, = 0.53, X3 = 0.75 and X4 = 0.11. Compute the numerical values of MOM and MLE of 6 in part (a) and (b). -