Assign ment -2 Ade Nag

232 PGe ÖOl

ndepwdt aud felow a peison
iwndepwenit
dit n witw
tthe suttieiet etwatev fo 'A'.
Paisse dist n with þacnet A tte PDF el Peiwe
ditn

L:l23, n

Th ikaliheod

by wny ttengto theoamm toto fund a suyfieient ctinaten

n)>
(e) ( e ) ( )
Xi!

botw ides

u (x2!)+ t (Xn hla) - ln l(Xn!)).

bct siele
L ll ( X X2 Xn)) -n +
0
.. Xn)

Fhus max Wklihood

t (Xi X> Xn) be a

:2
distbthan (We). Find cuttiient
etinata
F(e), e (xwe)
 Noe ttu likihood t .
n
Lle} ) : e - (xile)

gen by X : (xi+ X2 +... Xn)

n

-n(T/e)
e -n
'o'accontiy to
sutficiet estinatov at Pananl
factorgd nto
accondiy
the theenLn andony teint PDE cam be data f ctten
depnd
Ow þanamiti ) n (Xi9 X2 " Xn)
o F (XyX29 X3 . Xn)) = 2 (T3
mean T: X .
Sosenponential T=X is
Namtle disteibictiin fen'e
ttieint etten fore

wamlem samble fuom N l0se)

be
3 t (Xiy X2. Xn) ctatistie
oy Final sttleit fo gz Lunbiased )
the ma iklihood estmteu
-y2 2 |
(xi-w)? [(xi-*)- (u - x)]
(xi-)²+} (X
(Xi-X) +n(x- H)
this we
 -y2

n -1

tts e can
muaw
a nomil dist h iith known lo).

b Maximum ieetihood estinato te g is giew

2
ME

whcthn t s wneiased He wnbiaseress

We need t check
estiato
MLE

E(GMLE ): 2
ME to 2 is
biascd
So
Jue wbiaed estimito fer
n

'n' a contnueus
fuon mments to
witm pepudati
fomuas fe eitimatiy
find ttw
2 w fomute.
m,
|2

(sF)
mi KtE d = (2 mi =B)

tu valne af
P))' (2 B-2mi) 2
m, = (B- (2 m 12
12
4B'+ 4m2ig pm 4p4 m -- 2 Bm1)
12 J2
 þ2 2 Bimi +

Wmi = (B- m)
B J3m + m,

K =(2m- p)
K= 2mn- (N5 m2 + m)
W3m

Hene

m mment mem
m2
Vauicnce.

Pato
Ademsmpla af sige n f m
t method. ae max ikeiihod to inal a
po Wt
etimaty it pantin K.
fema fev as
pepwlation is
he Pato
fl)=
stmate
Maximm likelihod
we hae to kinel te
iblihod fn (Xi Xn)
- (At1)

bettw sds.
 (

nuith uspect to
to K
tuntiatrg
u(Xi)

Pasto pof n will be gwew by

fam wfemith
with ud a stimat tw'' by
4 mommeats

(
Mi Mi whe

Mi =
2.

mean
(Pa)

(5)