4. Suppose that Y1, Y2, ... , Yn constitute a random sample of size n from the density function f(y|e) = {(@ – 1)eº(-Iny), 0, 0 1 elsewhere. 4.1. Obtain the MLE for 0. 4.2. Show that the MLE is MVUE...

4.<br>Suppose that Y1, Y2, ... , Yn constitute a random sample of size n from the density function<br>f(y|e) = {(@ – 1)eº(-Iny),<br>0,<br>0 < y<1 0 > 1<br>elsewhere.<br>4.1. Obtain the MLE for 0.<br>4.2. Show that the MLE is MVUE by showing that it is unbiased. (Hint: do transformation<br>W<br>= - In Y)<br>4.3. Is the MLE consistent?<br>4.4. Is the MLE efficient?<br>

Extracted text: 4. Suppose that Y1, Y2, ... , Yn constitute a random sample of size n from the density function f(y|e) = {(@ – 1)eº(-Iny), 0, 0 <><1 0=""> 1 elsewhere. 4.1. Obtain the MLE for 0. 4.2. Show that the MLE is MVUE by showing that it is unbiased. (Hint: do transformation W = - In Y) 4.3. Is the MLE consistent? 4.4. Is the MLE efficient?

Jun 10, 2022

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4. Suppose that Y1, Y2, ... , Yn constitute a random sample of size n from the density function f(y|e) = {(@ – 1)eº(-Iny), 0, 0 1 elsewhere. 4.1. Obtain the MLE for 0. 4.2. Show that the MLE is MVUE...

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