Hey JDAWES.
May I ask you to show us your working? This will make it easy to answer your question since it will show the details and the thinking involved at each step which is the important thing (not simply the answer).
Let x1, x2, ...xn be a random sample from a Rayleigh distribution whoose probability density is given by:
f(x;a) = 2*a*x*e^(-a*(x^2)) x>=0 a>0
Find an estimator for the parameter a by the method of max likelihood and the method of moments?
For the maximum likelihood, from trying to work it out I got n/(sum xi^2). Is this right?
i have no idea on how to find the method of moments!
Help appreciated. Thanks
Hey JDAWES.
May I ask you to show us your working? This will make it easy to answer your question since it will show the details and the thinking involved at each step which is the important thing (not simply the answer).
ok so....
f(x;a) = 2*a*x*e^(-a*(x^2)) x>=0 a>0
L(a)= 2*a^n*(sum of Xi)* e^(-a*(sum of Xi^2))
LnL(a) = n*ln(2*a) + ln(sum of Xi) - a*(sum of Xi^2)
dLnL(a)/d(a) = n/a - (sum of Xi^2)
n/a - (sum of Xi^2) = 0 so n/a = (sum of Xi^2) and so a= n/(sum of Xi^2)
So apart from that error, is the answer correct?
With the method of moments, you have to find the expectation value E(X) but i get an error term when integrating e^(-a*x^2). How would this cancel?