PART III: PROBLEMS
Section 5.2
5.2.1 Let X1, …, Xn be i.i.d. random variables having a rectangular distribution R(θ1, θ2), -∞ < θ1 < θ2 < ∞.
5.2.2 Let X1, …, Xn be i.i.d. random variables having an exponential distribution, E(λ), 0 < λ < ∞.
where T = and a+ = max (a, 0).
where P(j; λ) is the c.d.f. of P(λ) and H(k| x) = . [H(k| x) can be determined recursively by the relation
and H(1|x) is the exponential integral (Abramowitz and Stegun, 1968).
5.2.3 Let X1, …, Xn be i.i.d. random variables having a two–parameter exponential distribution, X1 ∼ μ + G(λ, 1). Derive the UMVU estimators of μ and λ and their covariance matrix.
5.2.4 Let ...
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