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Unformatted text preview: x ) = x 2 . ⇒ Y = ( ) ∑ = n i i 1 X K = ∑ = n i i 1 2 X is a sufficient statistic for δ . b) (7) Obtain the maximum likelihood estimator of δ , δ ˆ . L ( δ ) = ∏ = n i x i i e x 1 7 4 2 δ 3 δ = ∑ =∏ = n i i x n i i n n e x 1 7 4 1 2 δ 3 δ ln L ( δ ) = ∑ ∑ = = ⋅ ⋅ ⋅+n i i n i i x x n n 1 2 1 7 3 4 δ δ ln ln ln ( ln L ( δ ) ) ' = ∑ =n i i x n 1 2 4 δ = 0 ⇒ δ ˆ = ∑ = n i i n 1 2 X 4 ....
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This note was uploaded on 09/14/2011 for the course STAT 409 taught by Professor Stephanov during the Fall '11 term at University of Illinois at Urbana–Champaign.
 Fall '11
 STEPHANOV

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