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Consider an i.i.d. sample X1, ..., X, from a geometric distribution with p.m.f. P{X = } = (1-P)", = r = 1,2,3,..., where
Posted: Tue Apr 26, 2022 6:01 pm
by answerhappygod
- Consider An I I D Sample X1 X From A Geometric Distribution With P M F P X 1 P R 1 2 3 Where 1 (22.44 KiB) Viewed 37 times
Consider an i.i.d. sample X1, ..., X, from a geometric distribution with p.m.f. P{X = } = (1-P)", = r = 1,2,3,..., where pe (0,1) is unknown. (a) Find the likelihood function for the sample X], ..., Xy. (b) Find the maximum likelihood estimator (MLE) Pn for the parameter p and justify clearly your steps. (c) Prove that Pris a consistent estimator for p. 1