Let Y1, Y2, . . . , Yn denote a random sample

Chapter 9, Problem 82E

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QUESTION:

Let \(Y_{1}, Y_{2}, \ldots, Y_{n}\) denote a random sample from the density function given by

\(f(y \mid \theta)=\left\{\begin{array}{ll}  \left(\frac{1}{\theta}\right) r y^{r-1} e^{-y^{r} / \theta}, & \theta>0, y>0 \\  0, & \text { elsewhere }  \end{array}\right.\)

where  is a known positive constant.
a Find a sufficient statistic for \(\theta\).
b Find the MLE of \(\theta\).
c Is the estimator in part (b) an MVUE for \(\theta\) ?

Equation Transcription:

 {

Text Transcription:

Y1, Y2,...,Yn

f(y \mid \theta)={1\theta\right) r y^r-1 e^-y^r / \theta, & \theta>0, y>0 0, elsewhere

\theta

\theta

\theta

Questions & Answers

QUESTION:

Let \(Y_{1}, Y_{2}, \ldots, Y_{n}\) denote a random sample from the density function given by

\(f(y \mid \theta)=\left\{\begin{array}{ll}  \left(\frac{1}{\theta}\right) r y^{r-1} e^{-y^{r} / \theta}, & \theta>0, y>0 \\  0, & \text { elsewhere }  \end{array}\right.\)

where  is a known positive constant.
a Find a sufficient statistic for \(\theta\).
b Find the MLE of \(\theta\).
c Is the estimator in part (b) an MVUE for \(\theta\) ?

Equation Transcription:

 {

Text Transcription:

Y1, Y2,...,Yn

f(y \mid \theta)={1\theta\right) r y^r-1 e^-y^r / \theta, & \theta>0, y>0 0, elsewhere

\theta

\theta

\theta

ANSWER:

Step 1 of 4

a.

Define the joint pdf of  as follows,

 

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