Unformatted text preview: α and β using a method oF moments ap-proach (use both exact and overidentifed estimators). a) Compute the 95% confdence level using the central limit theorem and test the hypothesis that the mean is equal to 5.3. b) Given that the distribution is a Gamma distribution, construct a maximum likelihood estimate oF α and β . Construct a 95% confdence interval For each parameter. c) Test the hypothesis that the mean oF the Gamma distribution is equal to 5.3 (i.e., impose the restriction that αβ = 5 . 3 this will give you a restricted likelihood Function). 1...
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- Spring '10
- Normal Distribution, Probability theory, Estimation theory, Method of moments, Charles B. Moss