Author: Panagiotis
25
Apr
In
[1, p. 61 exercise 3.7] we are asked to find the MLE of
and
.
for the conditions of Problem
[1, p. 60 exercise 3.4] (see also
[2, solution of exercise 3.4]).
We are asked if the MLE of the parameters are asymptotically unbiased , efficient and Gaussianly distributed.
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Author: Panagiotis
19
Apr
In
[1, p. 61 exercise 3.6] we are asked to assume that the variance is to be estimated as well as the mean for the conditions of
[1, p. 60 exercise 3.4] (see also
[2, solution of exercise 3.4]) . We are asked to prove for the vector parameter
, that the Fisher information matrix is
Furthermore we are asked to find the CR bound and to determine if the sample mean
is efficient.
If additionaly the variance is to be estimated as
then we are asked to determine if this estimator is unbiased and efficient. Hint: We are instructed to use the result that
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