~ Suppose X Np (u, Ip), and that μ lies on the unit sphere (i.e. μ'µ = 1). Show that the Maximum Likelihood Estimator (MLE) for μ is X/√X'X.
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- the pdf of a random variable x is given by f(x;θ) = θx^θ−1 x ∈ (0,1). find the maximum likelihood estimate of θLet X~N(0, 0'). Find the CRLB for variances of the unbiased estimator of T(0)= 0?.Let Y be a random variable with pdf f(y)= (1/18)(y^3−1) for 1<y<3.(a) Calculate P (Y > 2.5).(b) Calculate the variance of Y .
- The joint PDF of X and Y is given as 0Let x~exp () Show that T=S Xi is sufficiency Statistic.A variable X has a probability function f(x, 0) = 0e 0x; x≥0 y >0. The parameter 0 is estimated using two different estimators of simple random samples of size two: 01 2x+4x2 and 2=4x+5x2 3 3 Select the best estimator for \theta by comparing the Mean Squared ErrorsSuppose that Y1,Y2 are independent identically distributed (iid) random variables form a random sample from a probability distribution given by f(y)=θe^(−θy), y≥0 Suppose we observed a sample of size two (n=2): 0.04304550, 0.50263474. Read the data into R. Create a function in R to compute the log‐likelihood. Plot the likelihood function on a fine grid of θ values in R. Estimate the MLE of θ using Bisection, Secant, and Newton-Raphson methods in R.Suppose that X is a continuous unknown all of whose values are between -5 and 5 and whose PDF, denoted f, is given by f ( x ) = c ( 25 − x^2 ) , − 5 ≤ x ≤ 5 , and where c is a positive normalizing constant. What is the expected value of X^2?Find the normal line to f(x)=ax^2-3ax at x=2. Assume that a is a positive constant.Recommended textbooks for youMATLAB: An Introduction with ApplicationsStatisticsISBN:9781119256830Author:Amos GilatPublisher:John Wiley & Sons IncProbability and Statistics for Engineering and th…StatisticsISBN:9781305251809Author:Jay L. DevorePublisher:Cengage LearningStatistics for The Behavioral Sciences (MindTap C…StatisticsISBN:9781305504912Author:Frederick J Gravetter, Larry B. WallnauPublisher:Cengage LearningElementary Statistics: Picturing the World (7th E…StatisticsISBN:9780134683416Author:Ron Larson, Betsy FarberPublisher:PEARSONThe Basic Practice of StatisticsStatisticsISBN:9781319042578Author:David S. Moore, William I. Notz, Michael A. FlignerPublisher:W. H. FreemanIntroduction to the Practice of StatisticsStatisticsISBN:9781319013387Author:David S. Moore, George P. McCabe, Bruce A. CraigPublisher:W. H. FreemanMATLAB: An Introduction with ApplicationsStatisticsISBN:9781119256830Author:Amos GilatPublisher:John Wiley & Sons IncProbability and Statistics for Engineering and th…StatisticsISBN:9781305251809Author:Jay L. DevorePublisher:Cengage LearningStatistics for The Behavioral Sciences (MindTap C…StatisticsISBN:9781305504912Author:Frederick J Gravetter, Larry B. WallnauPublisher:Cengage LearningElementary Statistics: Picturing the World (7th E…StatisticsISBN:9780134683416Author:Ron Larson, Betsy FarberPublisher:PEARSONThe Basic Practice of StatisticsStatisticsISBN:9781319042578Author:David S. Moore, William I. Notz, Michael A. FlignerPublisher:W. H. FreemanIntroduction to the Practice of StatisticsStatisticsISBN:9781319013387Author:David S. Moore, George P. McCabe, Bruce A. CraigPublisher:W. H. Freeman