7. Suppose that X follows a geometric distribution, P(X = k) = p(1 – p)*=1 and assume an i.i.d. sample of size n. a. Find the method of moments estimate of р. b. Find the mle of p. c. Is this MLE an...

7. Suppose that X follows a geometric distribution,<br>P(X = k) = p(1 – p)*=1<br>and assume an i.i.d. sample of size n.<br>a. Find the method of moments estimate of<br>р.<br>b. Find the mle of p.<br>c. Is this MLE an unbiased estimator?<br>d. Find the asymptotic variance of the MLE, .<br>e. Is the MLE consistent?<br>

Extracted text: 7. Suppose that X follows a geometric distribution, P(X = k) = p(1 – p)*=1 and assume an i.i.d. sample of size n. a. Find the method of moments estimate of р. b. Find the mle of p. c. Is this MLE an unbiased estimator? d. Find the asymptotic variance of the MLE, . e. Is the MLE consistent?

Jun 09, 2022

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7. Suppose that X follows a geometric distribution, P(X = k) = p(1 – p)*=1 and assume an i.i.d. sample of size n. a. Find the method of moments estimate of р. b. Find the mle of p. c. Is this MLE an...

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