Winter2008stat100

Winter2008stat100 - p independently please fnd the MLE oF p...

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STAT 100B Homework II Problem 1. Suppose X 1 , X 2 , ..., X n Bernoulli( p ) independently, please fnd the MLE oF p . Problem 2. Suppose X 1 , X 2 , ..., X n N( μ, σ 2 ) independently, please fnd the MLE oF μ and σ 2 . Problem 3. Suppose X 1 , X 2 , ..., X n Poisson( λ ) independently, please fnd the MLE oF λ . Problem 4. Suppose X 1 , X 2 , ..., X n Exponential( λ ) independently, please fnd the MLE oF λ . Problem 5. Suppose X 1 , X 2 , ..., X n Geometric(
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Unformatted text preview: p ) independently, please fnd the MLE oF p . Problem 6. Suppose X 1 , X 2 , ..., X n ∼ UniForm(0 , θ ) independently, please fnd the MLE oF θ . Problem 7. Consider the linear model Y i = βx i + ǫ i , i = 1 , ..., n . Suppose that x i are fxed, and ǫ 1 , ..., ǫ n ∼ N(0 , σ 2 ) independently, please fnd the MLE oF β and σ 2 ....
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This note was uploaded on 03/30/2011 for the course STAT 100B taught by Professor Wu during the Winter '11 term at UCLA.

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