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Math Help - Challenging Stats Questions - Help appreciated

  1. #1
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    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-] x > :


    Find both the moment estimator and the maximum likelihood estimator of the
    parameter
    .
    Last edited by mr fantastic; May 4th 2009 at 10:58 PM. Reason: Deleted a duplicate question by the OP
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  2. #2
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    Quote Originally Posted by aus_devoe View Post
    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


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