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Unformatted text preview: neously. 3. Exponential distribution. X is an exponen-tial distribution with parameter if the den-sity function is f ( x ) = e-x for x . It can be shown that X = 1 , V X = 1 2 . 4. Given random sample X 1 , ,X n , the like-lihood function is given as the product of probability or density functions, i.e. L ( ) = f ( x 1 ; ) f ( x 2 ; ) f ( x n ; ) . The maximum likelihood estimatate of is an estimate that maximizes L ( ) . If we denote = ( x 1 , ,x n ) to be the maximum like-lihood estimate, The maximum likelihood estimator (MLE) of is denoted by = ( X 1 , ,X n ) . Review Problems. Example 6.12. Example 6.16. Example 6.17....
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This note was uploaded on 01/31/2008 for the course STAT 312 taught by Professor Chung during the Fall '04 term at Wisconsin.
- Fall '04