# Challenging Stats Questions - Help appreciated

• May 4th 2009, 04:13 AM
aus_devoe
Challenging Stats Questions - Help appreciated
Hi guys,

Any help will be much appreciated on these questions:

1.
Let
X1;X2; : : : ;Xn be a random sample from a Pareto distribution which has
probability density function

f
(x) = 1/[(1 + x)^2] x > 0:

Find the limiting distribution of
Yn = nX(1).

2.
[SIZE=1][FONT=CMR10]
Let
X1;X2; : : : ;Xn be a random sample from a distribution which has probability
density function

f
(x) = e^[-x-µ] x > µ:

Find both the moment estimator and the maximum likelihood estimator of the
parameter
µ.
• May 4th 2009, 10:50 PM
mr fantastic
Quote:

Originally Posted by aus_devoe
Hi guys,

Any help will be much appreciated on these questions:

1.

Let
X1;X2; : : : ;Xn be a random sample from a Pareto distribution which has
probability density function

f(x) = 1/[(1 + x)^2] x > 0:

Find the limiting distribution of Yn = nX(1).
[snip]

All I have time for right now is to say done here: http://www.mathhelpforum.com/math-he...tribution.html