Q1. The sample X = (X,, X2, --, X,) drawn from a Gamma distributed population with parameters a = 3/2 and A. %3D a) Estimate by using Maximum Likelihood Estimation (MLE) method. b) Is the estimator AMLE Consistent? Why? c) Is the estimator AMLE unbiased? Why?

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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Q1. The sample X = (X,, X2, --- ,Xn) drawn from a Gamma distributed population with parameters a =
3/2 and 2.
....
a) Estimate A by using Maximum Likelihood Estimation (MLE) method.
b) Is the estimator AMLE consistent? Why?
c) Is the estimator AMLE unbiased? Why?
d) Is the estimator ÀMle efficient? Why?
Transcribed Image Text:Q1. The sample X = (X,, X2, --- ,Xn) drawn from a Gamma distributed population with parameters a = 3/2 and 2. .... a) Estimate A by using Maximum Likelihood Estimation (MLE) method. b) Is the estimator AMLE consistent? Why? c) Is the estimator AMLE unbiased? Why? d) Is the estimator ÀMle efficient? Why?
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ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,