Suppose Y1,.,Yn are independent random variables withprobability mass functionf(y) = p"(1 – p)*-", y = 0,1.Here, p E (0, 1), but unknown.Suppose Y = Lisi is the sample mean. Then, show that the MaximumLikelihood Estimator (MLE) of p is p = Y.What is the V(Y)? Now, give the MLE of V(Y).

Answered: Image /qna-images/answer/958cd672-e179-4e54-b7b0-186c60ba1893.jpg

Answered: Suppose Y1,.…,Yn are independent random…

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

See similar textbooks

Similar questions

Let Y1, . . . , YN be a random sample from the Normal distribution Yi ∼ N(ln β, s2) where s^2is known.Find the maximum likelihood estimator of b from first principles.Find the Score function, the estimating equation and the information matrix using GLM
A random variable Y has a uniform distribution over the interval (8,, e,). Derive the variance of Y. Find E(Y)? in terms of (e,, e,). E(Y)? = Find E(Y) in terms of (e,, e,). E(Y) = Find V(Y) in terms of (8,, e,). V(Y) =
Q3/A/ Let X be a r.v with p.d.f f(x) = e-lkl - o
Consider a random variable Y with PDF Pr(Y=k)=pq^(k-1),k=1,2,3,4,5....compute for E(2Y)
Let x, x2, ..., Xn be a random sample from a Poisson distribution with parameter 2. Find ML estimator of 2. Also find its variance.
Let X1,…,Xn be i.i.d. Exp(λ) random variables, where λ is unknown.What is the variance and quadratic risk of the unbiased estimator θ^ = n*mini(Xi).
the random variable Y is such that : E(2Y+3)=6 and Var(2-3Y)=11 find E(Y^2)
Y, = XB + ɛ, Show that the model variance in model Yi unbiased estimator of
Q3) Let X1,X2,. X, be a random sample from the truncated exponential distribution with pdf: f(x,0) = Please else (a) Derive the method of moment estimator of 0; (b) Derive the MLE of 0. (c) Are the MOME and the MLE unbiased estimators for 0? (d) Compare the MSE of the MOME and the MLE for 0. Which one is a better estimator for 0
I independent random variables X' and Y' have the, variances 36 and 16 respectively, find the correlation coefficient between (X+ Y) and (X- Y) assuming X and Y are zero mean.
2) Let X be a continuous random variable with PDF 0
Let Y be a random variable with the mgfM(t) = .35e^(−4t) + .1 + .25e^(2t) + .3e^(4t).(a) What is the pmf of Y?(b) Calculate the variance of Y directly from the pmf you determined in part (a).(c) Calculate E[Y^4] directly from the mgf.

SEE MORE QUESTIONS

Recommended textbooks for you

Calculus For The Life Sciences

Calculus

ISBN:

9780321964038

Author:

GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:

Pearson Addison Wesley,

Calculus For The Life Sciences

Calculus

ISBN:

9780321964038

Author:

GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:

Pearson Addison Wesley,

SEE MORE TEXTBOOKS

Suppose Y1,.…,Yn are independent random variables with probability mass function f(y) = p"(1 – p)*-", y = 0,1. Here, p E (0, 1), but unknown. Suppose Y = Lis is the sample mean. Then, show that the Maximum Likelihood Estimator (MLE) of p is p = Y. What is the V(Y)? Now, give the MLE of V (Y).