Statistic class

TD1( Point estimate)

Proof:

∏i ex
n
=1
i =
n
e ∑i
=1
xi = e x ........... e x n
1

Proof:

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Statistic class TD1( Point estimate)

n∑
n
Show that (MLE) for 𝜃 is 𝜃 =
1
Xi - ( 𝜇)
2

i =1

we have

f xi exp - Xi -
2
1 ( 𝜇)
( , 𝜃) =
2𝜃
2𝜋𝜃

The

Lx ( . 𝜃) = ∏i n
(2𝜋𝜃)
-
2
1

exp - Xi - (

2𝜃
𝜇)
2

exp -∑
n
=1

= (2𝜋𝜃)
-n
2
( Xi - 𝜇)
2

i
=1
2𝜃

exp -∑ Xi -
-n n
Lx
2
( 𝜇)
2
ln ( . 𝜃) = ln (2𝜋𝜃)

i 2𝜃

-∑ i
=1

-n n X- ( 𝜇)
2

= ln(2𝜋) + ln 𝜃
2
i 2𝜃

- ∑ Xi -
=1

∂ -n n ( 𝜇)
2

= ln(2𝜋) + ln 𝜃
∂𝜃 2
i 2𝜃

-n ∑ni Xi -
=1

=
-n
2𝜃
+ ∑i n ( Xi -
2𝜃
2
𝜇)
2

=
𝜃+

2𝜃
=1

2
( 𝜇)
2

= 0

n∑
n
=1

⟹ 𝜃 =
1
Xi - ( 𝜇)
2

i =1

Therefore

n∑
n
𝜃 =
1
Xi - ( 𝜇)
2

i =1

Clearly,

E n ∑ Xi -
n
E 𝜃 =
1
( 𝜇)
2

i
∑i E Xi - Xi
=1

n
1

n
2 2
= 2 𝜇+𝜇

n∑
=1

n
=
1
E Xi -E Xi 2
( )
2
= V Xi( ) = 𝜎
2

i =1

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Statistic class TD1( Point estimate)

n n
1
2
= × 𝜎 = 𝜃

Thus it's an unbiased estimator of 𝜃.

Proof:
Note : y x nx
( ) = = , n = 1......................

(a) Show that the MLE for 𝜆 is 𝜆 = ⏨X .

We have
xi
X poi∼ (𝜆), fx
( , 𝜆) = e- 𝜆
𝜆

xi !
xi
fx
( , 𝜆) =
e - xi
𝜆
𝜆

!
0 < 𝜆 < ∞

0 Otherwise
then

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Statistic class TD1( Point estimate)

Lx ( , 𝜆) = ∏i e- xxi
n
𝜆
𝜆

!
i

∑i e- xxi
n
=1

𝜆
i
𝜆
= ln
!

∑i e-
n
=1

𝜆
xi
xi !
𝜆
= ln + ln

∑i - ∑i xi
=1

n n
= 𝜆 + ln 𝜆
xi - ln !

=1 =1

n
= -n n ∑i 𝜆 + ln 𝜆
=1
xi - x xn
ln( 1! … !)

∑ i xi
∂
L (𝜆) = -n +
=1
= 0

⏨X n ∑ xi
n
∂𝜆 𝜆

1
⟹ 𝜆 = =

i =1

Hence

𝜆 = ⏨X

X⏨ n ∑ xi
n
1
(b). Find 𝜆 = =

i
By hypothesis , n & Xi
=1

= 40 = 5, 7, 12, 9, 5, 1, 1

Then

X⏨ n ∑ xi ∑i Xi
1
n 1
40
5 × 0 + 7 × 1 + 12 × 2 + 9 × 3 + 5 × 4 + 1 × 5 + 1 × 6
𝜆 = = = =

i 40 40

flaw feet
=1 =1

= 2.225 / .

Proof:
(a) Show that MLE of 𝜃 is 𝜃.
we have

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Statistic class TD1( Point estimate)

L (𝜃) = ∏i Xi -
n
1
(1 𝜃)/𝜃
= ∑ ln
1
Xi -
(1 𝜃)/𝜃

∑
𝜃 𝜃

-
=1

= ln
1
+ Xi
1 𝜃
ln

- ∑ Xi
𝜃 𝜃

-n = ln 𝜃 +
1 𝜃
ln

-n - - - ∑ -n - ∑ Xi
𝜃

= +
𝜃 (1 𝜃)
ln Xi =
𝜃 ln
= 0

- n ∑ Xi
2 2
𝜃 𝜃 𝜃

1
⟹ 𝜃 = ln .

(b) Show that E 𝜃 = 𝜃

we have

E 𝜃 = -n 1

- -
x dx x x x x dx
1 𝜃 1
1 1 1
1 1
∫ ln
𝜃
= ∫ (ln ) ×
𝜃 1/𝜃
/
0 0
𝜃 𝜃

let

u = (ln x) ⟹ du =
x dx
1

For
x u -
x u
= 0 ⟹ = ∞

= 1 ⟹ = 0

then
-
x dx u x du -
1 𝜃
1 0
1 𝜃
∫ ∫
-
1/𝜃
ln = = 𝜃
0 ∞
𝜃

Thus

E - n ∑ Xi 1
ln . = 𝜃

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Statistic class TD1( Point estimate)

Proof:
(a) Show that X⏨ is an unbiased estimator of 𝜃.

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Statistic class TD1( Point estimate)

Proof:

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Statistic class TD1( Point estimate)

Proof:

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Statistic class TD1( Point estimate)

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Statistic class TD1( Point estimate)

Proof:

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Statistic class TD1( Point estimate)

Proof:

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Statistic class TD1( Point estimate)

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Statistic class TD1( Point estimate)

Proof:

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Statistic class TD1( Point estimate)

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