Results 1 to 3 of 3

Math Help - help on statistics needed please help

  1. #1
    Member
    Joined
    Dec 2008
    Posts
    154

    help on statistics needed please help

    Consider a random sample of size n from a distribution with pdf


    f(x;q)=(Ln(q))^x/qx! if x=0,1,... and q>1 and 0 otherwise.

    a)Find a complete sufficient statistic for q

    b)Find the maximum likelihood estimator of q

    c)Find the Cramer-Rao Lower Bound for q

    d)Find the Uniformly Minimum Variance Unbiased Estimator for Ln(q)

    e)Find the Uniformly Minimum Variance Unbiased Estimator for (Ln(q))^2

    (f) Find the Cramer-Rao Lower Bound for (Ln(q))^2



    please help solve these questions
    Last edited by Kat-M; May 2nd 2009 at 08:10 PM. Reason: put wrong notation
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Member
    Joined
    Dec 2008
    Posts
    154

    part a

    for part a) can be writen as 1/qx!e^{xLn(Ln(q))}which shows that this is regular exponent. and by Theorem, we know S=\Sigma X is complete suff stat. But how do we find the MLE of q?
    Follow Math Help Forum on Facebook and Google+

  3. #3
    Member
    Joined
    Dec 2008
    Posts
    154

    need some help on this please

    for the part b) Find the maximum likelihood estimator of . i found that MLE of q=e^{\overline{X}} where \overline{X}=\Sigma X/n. and now i am trying to do part c)Find the Cramer-Rao Lower Bound for . A theorem tells me that (i hope this is correct) to find CRLB of q, find Var(e^{\overline{X}}).
    Can anyone help me compute it? i dont know how.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. statistics help needed
    Posted in the Advanced Statistics Forum
    Replies: 8
    Last Post: May 3rd 2009, 08:45 PM
  2. Statistics help needed
    Posted in the Business Math Forum
    Replies: 5
    Last Post: January 9th 2009, 11:51 AM
  3. statistics
    Posted in the Advanced Statistics Forum
    Replies: 2
    Last Post: May 27th 2008, 08:43 PM
  4. URGENT help needed in Statistics!
    Posted in the Advanced Statistics Forum
    Replies: 1
    Last Post: March 31st 2008, 07:29 AM
  5. statistics help needed
    Posted in the Statistics Forum
    Replies: 0
    Last Post: March 17th 2007, 05:44 AM

Search Tags


/mathhelpforum @mathhelpforum