with the 60. Let Xi,.... X, be an density function iid. sample from an exponential distribution 0

with the<br>60. Let Xi,.... X, be an<br>density function<br>iid. sample from an exponential distribution<br>0<x<00<br>d. Show that the mle is unbiased, and find its exact variance. (Hint: The sum of<br>the X, follows a gamma distribution.)<br>e. Is there any other unbiased estimate with smaller variance?<br>f. Find the form of an approximate confidence interval for τ.<br>

Extracted text: with the 60. Let Xi,.... X, be an density function iid. sample from an exponential distribution 0<><00 d.="" show="" that="" the="" mle="" is="" unbiased,="" and="" find="" its="" exact="" variance.="" (hint:="" the="" sum="" of="" the="" x,="" follows="" a="" gamma="" distribution.)="" e.="" is="" there="" any="" other="" unbiased="" estimate="" with="" smaller="" variance?="" f.="" find="" the="" form="" of="" an="" approximate="" confidence="" interval="" for="">

Jun 01, 2022

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with the 60. Let Xi,.... X, be an density function iid. sample from an exponential distribution 0

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