problems - Feb 3,00 Q1. What is the MLE for θ based on a...

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Jan 27,00 Q1. Find the Cramer-Rao lower bound for the estimation of the location parameter θ from the Cauchy Distribution p ( θ, x )= 1 π 1 1+( x - θ ) 2 Q2. Find the maximum likelihood estimator based on a sample of size n from the expo- nential distribution f ( θ, x )= θe - θx for x 0. Is it unbiased or can it easily be made unbiased ? Is it efficient?
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Unformatted text preview: Feb 3,00 Q1. What is the MLE for θ based on a sample of size n from the two side exponential family 1 2 exp[-| x-θ | ]? Is it unbiased? Q2. What is the Cramer-Rao Lower Bound? Q3. What is the asymptotic variance of the MLE? 1...
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