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STAT2 · 1

Estimation

11 concepts · 25 questions

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STAT2Step●○○○○new1 Estimation
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The problem

Let X1,…,XnX_1, \dots, X_n be i.i.d. with P(X=k)=(1−p)k−1p\mathbb{P}(X = k) = (1 - p)^{k-1}p, k=1,2,…k = 1, 2, \dots (a) Find a sufficient statistic. (b) Find the MLE of pp. (c) Find I(p)I(p) and the Cramér–Rao bound.

Factorise the likelihood.