Results 1 to 3 of 3

- Jan 5th 2007, 06:04 AM #1

- Joined
- Nov 2006
- Posts
- 26

## Pdf

1) The probability density function of a truncated exponential random variable, T, is given by

f(t) = xe^-xt/e^-xa - e^-xb, x > 0; a<= t <= b

a) show that this is a valid density function

b) Given and independant random sample of observations from this truncated exponential distribution, t1,....., tn, say, write down the log-likelihood function for x.

- Jan 5th 2007, 10:03 AM #2

- Joined
- Nov 2005
- From
- New York City
- Posts
- 10,616
- Thanks
- 10

- Jan 11th 2007, 11:02 AM #3