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In: Statistics and Probability

Let Y 1 ,...,Y n be a sample from the density f(y) = λ 2 ye...

Let Y 1 ,...,Y n be a sample from the density f(y) = λ 2 ye −λy , y > 0 where λ > 0 is an
unknown parameter.
(a) Find an estimator 'λ 1 of λ by Method of Moments
(b) Find an estimator 'λ 2 of λ by Method of Maximum Likelihood.
(c) Find an estimator 'λ 3 of λ that is a Sufficient estimator. Can you construct a
Minimal Variance Unbiased Estimator? Justify.

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