Solution Found!
Let X1, X2, ... , Xn be a random sample from a distribution with pdf f(x; ) = x1, 0 < x
Chapter 6, Problem 6.7-4(choose chapter or problem)
QUESTION:
Let X1, X2, ... , Xn be a random sample from a distribution with pdf f(x; ) = x1, 0 < x < 1, where 0 < . (a) Find a sufficient statistic Y for . (b) Show that the maximum likelihood estimator 6 is a function of Y. (c) Argue that 6 is also sufficient for .
Questions & Answers
QUESTION:
Let X1, X2, ... , Xn be a random sample from a distribution with pdf f(x; ) = x1, 0 < x < 1, where 0 < . (a) Find a sufficient statistic Y for . (b) Show that the maximum likelihood estimator 6 is a function of Y. (c) Argue that 6 is also sufficient for .
ANSWER:Step 1 of 4
Given:
An i.i.d. sample of random variables have the following density function: