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.