Let X1, X2, ..., Xn be a random sample of size from a distribution with probability...

Let X1, X2, ..., Xn be a random sample of size from a distribution with probability density function

f(x) = λxλ−1 , 0 < x < 1, λ > 0

a) Get the method of moments estimator of λ. Calculate the estimate when x1 = 0.1, x2 = 0.2, x3 = 0.3.

b) Get the maximum likelihood estimator of λ. Calculate the estimate when x1 = 0.1, x2 = 0.2, x3 = 0.3.

Expert Solution

orchestra answered 2 years ago

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