Estimating the parameter of a uniform random variable I.
Chapter , Problem 8(choose chapter or problem)
Estimating the parameter of a uniform random variable I. We are given i.i.d. observations Xl , ... ! Xn that are uniformly distributed over the interval [0, OJ. What is the ML estimator of 9? Is it consistent? Is it unbiased or asymptotically unbiased? Can you construct alternative estimators that are unbiased?
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