A certain type of electronic component has a lifetime Y

Chapter 9, Problem 84E

(choose chapter or problem)

A certain type of electronic component has a lifetime  (in hours) with probability density function given by

\( \mathrm{f}(\mathrm{y} \mid \theta)=\left\{\begin{array}{ll}  \left(\frac{1}{\theta^{2}}\right) \mathrm{ye}^{-\mathrm{y} / \theta}, & \mathrm{y}>0 \\  0, & \text { otherwise }  \end{array}\right.\)

That is,  has a gamma distribution with parameters \(\alpha=2\) and \(\theta\). Let \(\hat{\theta}\) denote the MLE of \(\theta\). Suppose that three such components, tested independently, had lifetimes of 120,130 , and 128 hours.

a Find the  of \(\theta\).
b Find \(E(\widehat{\theta})\)  and \(V(\hat{\theta})\).
c Suppose that \(\theta\) actually equals 130 . Give an approximate bound that you might expect for the error of estimation.
d What is the MLE for the variance of

Equation Transcription:

 {

Text Transcription:

f(y \mid \theta)={(1 \theta^2) ye^-\y / \theta, y >0 0, otherwise

\alpha=2

\theta

\hat\theta

\theta

\theta

E(\widehat\theta)

V(\hat\theta)

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