For a random sample of sizenfrom an Exponential distribution with rate parameter λ (so that the...

For a random sample of sizenfrom an Exponential distribution with rate parameter λ (so that the density is fY(y) =λe−λy), derive the maximum likelihood estimator, the methods of moments estimator, and the Bayes estimator (that is, the posterior mean) using a prior proportional to λe−λ, for λ >0. (Hint: the posterior distribution will be a Gamma.)

Expert Solution

orchestra answered 2 years ago

Let y1, y2, .....y10 be a random sample from an exponential pdf with unknown parameter λ....

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1. Assume Y is an exponential random variable with rate parameter λ=2. (1) Generate 1000 samples...

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Let X1,...,Xn be a random sample from a gamma distribution with shape parameter α and rate...

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