Thread: 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.
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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.

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