Consider X 1 ,...,X n i.i.d. random variables with Pareto distribution such that the survival function is   Where   Obtain the MLE of   and show that for θ1, the MLE does not have the asymptotic...


Consider X1,...,Xn
i.i.d. random variables with Pareto distribution such that the survival function is




Where
  Obtain the MLE of
  and show that for θ1, the MLE does not have the asymptotic normality nor the rate of convergence n1/2.




May 22, 2022
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